+36.0%
VIK vs TLN
-17.2%
+53.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.8% | -3.5% | -0.4% |
| 7D | -3.0% | +7.1% | -10.1% | -4.2% |
| 30D | -20.7% | -3.9% | -16.8% | -20.4% |
| 3M | -4.6% | -16.2% | +11.5% | -2.4% |
| 6M | +14.0% | -5.8% | +19.8% | +13.2% |
| YTD | +20.2% | -15.4% | +35.6% | +20.5% |
| 1Y | +36.0% | -16.7% | +52.7% | +36.3% |
| All | +36.0% | -17.2% | +53.2% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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