+253.1%
TSEM vs VIK
+37.7%
+215.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.7% |
| 7D | +6.9% | -3.0% | +9.9% | +8.6% |
| 30D | +5.3% | -20.7% | +26.0% | +17.4% |
| 3M | -14.9% | -4.6% | -10.3% | -13.3% |
| 6M | +80.0% | +14.0% | +66.0% | +64.2% |
| YTD | +89.4% | +20.2% | +69.2% | +68.2% |
| 1Y | +253.1% | +36.0% | +217.1% | +185.4% |
| All | +253.1% | +37.7% | +215.4% | +185.4% |
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