+44.0%
TSLL vs VIK
+243.7%
-199.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -4.8% |
| 7D | +17.8% | +2.7% | +15.1% | +14.7% |
| 30D | +8.2% | +8.8% | -0.6% | +0.3% |
| 3M | +20.9% | -15.3% | +36.2% | +40.0% |
| 6M | -37.5% | +9.4% | -46.9% | -44.5% |
| YTD | -44.5% | +25.9% | -70.4% | -60.2% |
| 1Y | -33.0% | +51.0% | -84.0% | -62.5% |
| All | +44.0% | +243.7% | -199.7% | -56.7% |
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