+36.5%
TT vs VIK
+236.8%
-200.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -1.0% | -0.2% |
| 7D | +0.8% | +2.6% | -1.8% | 0.0% |
| 30D | -11.8% | +7.9% | -19.7% | -13.9% |
| 3M | -11.6% | -15.2% | +3.6% | -7.6% |
| 6M | -9.3% | +6.5% | -15.8% | -12.1% |
| YTD | +8.9% | +23.3% | -14.4% | -0.2% |
| 1Y | -2.2% | +47.7% | -49.9% | -15.4% |
| All | +36.5% | +236.8% | -200.3% | -4.8% |
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