+45.7%
VIK vs TLN
+3.1%
+42.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.6% |
| 7D | +3.2% | +22.3% | -19.1% | -0.1% |
| 30D | +8.2% | +1.2% | +7.0% | +7.7% |
| 3M | -14.7% | +5.9% | -20.6% | -16.1% |
| 6M | +10.3% | +3.2% | +7.1% | +7.9% |
| YTD | +24.5% | +3.2% | +21.3% | +19.9% |
| 1Y | +45.7% | +5.2% | +40.5% | +40.3% |
| All | +45.7% | +3.1% | +42.6% | +40.3% |
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