+554.7%
TSEM vs VIK
+225.1%
+329.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.1% |
| 7D | -4.9% | -0.9% | -3.9% | -4.5% |
| 30D | -18.7% | -18.4% | -0.3% | -10.8% |
| 3M | -18.1% | -8.8% | -9.4% | -14.7% |
| 6M | +77.1% | +17.1% | +60.0% | +62.8% |
| YTD | +80.1% | +19.0% | +61.1% | +62.4% |
| 1Y | +220.4% | +30.1% | +190.2% | +175.8% |
| All | +554.7% | +225.1% | +329.6% | +319.8% |
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 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