-9.9%
TYL vs VIK
+55.4%
-65.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.2% | -1.5% | +4.8% |
| 7D | +17.3% | +5.4% | +11.9% | +17.3% |
| 30D | +28.9% | +12.5% | +16.4% | +29.3% |
| 3M | +35.1% | -15.2% | +50.3% | +34.3% |
| 6M | +29.3% | +15.4% | +14.0% | +27.7% |
| YTD | -6.8% | +27.7% | -34.4% | -7.4% |
| 1Y | -9.9% | +59.7% | -69.6% | -17.1% |
| All | -9.9% | +55.4% | -65.3% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling