+588.1%
TSEM vs VIK
+228.1%
+360.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +0.3% | +7.6% | +7.7% |
| 7D | +6.9% | -3.0% | +9.9% | +8.5% |
| 30D | +5.3% | -20.7% | +26.0% | +17.2% |
| 3M | -14.9% | -4.6% | -10.3% | -13.2% |
| 6M | +80.0% | +14.0% | +66.0% | +67.5% |
| YTD | +89.4% | +20.2% | +69.2% | +70.0% |
| 1Y | +253.1% | +36.0% | +217.1% | +197.5% |
| All | +588.1% | +228.1% | +360.0% | +339.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling