-44.0%
TSLL vs VIK
+51.6%
-95.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +2.3% | +3.5% | +4.6% |
| 7D | +0.5% | -1.2% | +1.7% | +1.8% |
| 30D | +2.7% | +11.5% | -8.8% | -1.7% |
| 3M | +26.3% | -11.3% | +37.6% | +32.4% |
| 6M | -37.2% | +11.3% | -48.5% | -40.3% |
| YTD | -44.2% | +26.1% | -70.4% | -50.0% |
| 1Y | -44.0% | +50.0% | -93.9% | -52.2% |
| All | -44.0% | +51.6% | -95.6% | -52.2% |
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