+756.1%
TTMI vs VIK
+225.1%
+531.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.2% | +2.2% | +2.7% |
| 7D | +0.7% | -0.9% | +1.6% | +1.3% |
| 30D | -8.4% | -18.4% | +10.0% | +2.8% |
| 3M | -32.5% | -8.8% | -23.7% | -28.7% |
| 6M | +32.5% | +17.1% | +15.3% | +20.6% |
| YTD | +83.2% | +19.0% | +64.2% | +63.8% |
| 1Y | +161.7% | +30.1% | +131.5% | +122.5% |
| All | +756.1% | +225.1% | +531.0% | +353.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling