+80.5%
TSEM vs VIK
+55.4%
+25.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +6.2% | -15.0% | -11.6% |
| 7D | -23.1% | +5.4% | -28.5% | -25.2% |
| 30D | -40.4% | +12.5% | -52.9% | -43.9% |
| 3M | -37.9% | -15.2% | -22.7% | -33.1% |
| 6M | -30.8% | +15.4% | -46.2% | -37.0% |
| YTD | +26.7% | +27.7% | -0.9% | +7.6% |
| 1Y | +80.5% | +59.7% | +20.7% | +35.8% |
| All | +80.5% | +55.4% | +25.0% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling