-11.3%
TT vs VIK
+7.0%
-18.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.0% | +4.7% |
| 7D | +1.7% | +0.1% | +1.6% | +1.8% |
| 30D | -11.8% | +6.8% | -18.6% | -12.9% |
| 3M | -12.6% | -17.6% | +5.0% | -8.5% |
| All | -11.3% | +7.0% | -18.3% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling