+261.3%
TPR vs VIK
+233.3%
+28.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.8% | +2.6% |
| 7D | +12.7% | +0.1% | +12.6% | +12.3% |
| 30D | +17.1% | +6.8% | +10.3% | +13.6% |
| 3M | -15.9% | -17.6% | +1.7% | -10.0% |
| 6M | +2.6% | +5.4% | -2.8% | -1.8% |
| YTD | +7.5% | +22.1% | -14.6% | -4.0% |
| 1Y | +32.9% | +49.3% | -16.4% | +8.4% |
| All | +261.3% | +233.3% | +28.0% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VIK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling