+221.9%
VIK vs TLN
+212.3%
+9.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | -0.7% |
| 7D | -1.8% | +2.0% | -3.8% | -2.3% |
| 30D | -17.3% | -12.9% | -4.3% | -14.8% |
| 3M | -5.1% | -7.4% | +2.4% | -4.4% |
| 6M | +16.2% | -6.0% | +22.2% | +15.8% |
| YTD | +17.6% | -16.9% | +34.5% | +19.7% |
| 1Y | +33.5% | -22.6% | +56.1% | +37.2% |
| All | +221.9% | +212.3% | +9.6% | +157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling