+204.9%
TSM vs VIK
+243.7%
-38.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -2.1% |
| 7D | +6.2% | +2.7% | +3.5% | +5.0% |
| 30D | -7.3% | +8.8% | -16.1% | -10.5% |
| 3M | -7.1% | -15.3% | +8.2% | -0.8% |
| 6M | +0.2% | +9.4% | -9.1% | -4.1% |
| YTD | +32.2% | +25.9% | +6.4% | +18.0% |
| 1Y | +42.8% | +51.0% | -8.2% | +17.3% |
| All | +204.9% | +243.7% | -38.8% | +76.6% |
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