+237.5%
VIK vs TLN
+226.6%
+10.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.1% | +2.0% |
| 7D | +3.6% | +10.9% | -7.3% | +1.1% |
| 30D | -16.7% | -6.3% | -10.4% | -15.7% |
| 3M | -1.1% | -10.7% | +9.6% | +0.5% |
| 6M | +27.8% | +1.6% | +26.2% | +25.1% |
| YTD | +23.3% | -13.1% | +36.4% | +24.2% |
| 1Y | +38.2% | -15.1% | +53.2% | +38.7% |
| All | +237.5% | +226.6% | +10.9% | +167.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling