+49.5%
TSLL vs VIK
+239.9%
-190.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +4.6% |
| 7D | +33.0% | +3.2% | +29.8% | +29.1% |
| 30D | +7.7% | +8.2% | -0.5% | +0.4% |
| 3M | +34.7% | -14.7% | +49.4% | +55.0% |
| 6M | -31.5% | +10.3% | -41.8% | -39.6% |
| YTD | -42.4% | +24.5% | -66.8% | -58.2% |
| 1Y | -39.7% | +45.7% | -85.4% | -64.6% |
| All | +49.5% | +239.9% | -190.4% | -54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling