-20.6%
TYL vs VIK
+228.1%
-248.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.3% | -4.3% | -4.0% |
| 7D | -3.7% | -3.0% | -0.6% | -3.3% |
| 30D | +18.7% | -20.7% | +39.5% | +21.9% |
| 3M | +18.1% | -4.6% | +22.8% | +18.0% |
| 6M | -1.1% | +14.0% | -15.1% | -4.7% |
| YTD | -19.8% | +20.2% | -40.0% | -23.6% |
| 1Y | -34.3% | +36.0% | -70.3% | -39.2% |
| All | -20.6% | +228.1% | -248.8% | -35.9% |
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