-8.3%
TYL vs VIK
+234.5%
-242.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.5% |
| 7D | +6.7% | 0.0% | +6.6% | +6.6% |
| 30D | +26.5% | +7.7% | +18.9% | +25.4% |
| 3M | +37.3% | -17.6% | +54.9% | +40.1% |
| 6M | +31.2% | +1.7% | +29.5% | +29.5% |
| YTD | -7.4% | +22.5% | -29.9% | -12.0% |
| 1Y | -9.6% | +52.6% | -62.2% | -18.2% |
| All | -8.3% | +234.5% | -242.8% | -26.3% |
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 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