-9.2%
TYL vs VIK
+47.2%
-56.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.5% |
| 7D | -1.6% | +3.2% | -4.7% | -1.5% |
| 30D | +22.1% | +8.2% | +13.9% | +22.3% |
| 3M | +33.4% | -14.7% | +48.0% | +32.5% |
| 6M | +36.8% | +10.3% | +26.5% | +35.2% |
| YTD | -6.7% | +24.5% | -31.2% | -7.3% |
| 1Y | -9.2% | +45.7% | -55.0% | -14.4% |
| All | -9.2% | +47.2% | -56.4% | -14.4% |
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 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