+26.1%
TSLL vs VIK
+228.1%
-202.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.3% | -12.1% | -12.1% |
| 7D | +1.9% | -3.0% | +4.9% | +4.7% |
| 30D | +17.8% | -20.7% | +38.5% | +45.0% |
| 3M | -37.0% | -4.6% | -32.4% | -35.4% |
| 6M | -37.7% | +14.0% | -51.7% | -48.5% |
| YTD | -51.4% | +20.2% | -71.5% | -63.6% |
| 1Y | -23.4% | +36.0% | -59.4% | -52.4% |
| All | +26.1% | +228.1% | -202.0% | -60.4% |
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