+225.7%
VIK vs TDY
+58.5%
+167.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.4% |
| 7D | -0.9% | -1.1% | +0.2% | -0.2% |
| 30D | -18.4% | -12.0% | -6.4% | -11.2% |
| 3M | -8.8% | -3.2% | -5.6% | -7.1% |
| 6M | +17.1% | -7.9% | +25.0% | +23.2% |
| YTD | +19.0% | +18.2% | +0.8% | +4.3% |
| 1Y | +30.1% | +6.7% | +23.5% | +23.0% |
| All | +225.7% | +58.5% | +167.2% | +145.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 3y: compounded portfolio wealth divided by compounded TDY 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…
3y analysis · Full analysis span regression · 6 months rolling