+225.9%
VIK vs TLN
+220.5%
+5.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.9% | -1.5% | -3.0% |
| 7D | -0.8% | +5.8% | -6.6% | -2.1% |
| 30D | -18.0% | -6.9% | -11.2% | -16.9% |
| 3M | -5.8% | -10.9% | +5.1% | -4.3% |
| 6M | +17.2% | -4.6% | +21.8% | +16.4% |
| YTD | +19.1% | -14.7% | +33.8% | +20.5% |
| 1Y | +33.6% | -17.9% | +51.5% | +35.3% |
| All | +225.9% | +220.5% | +5.5% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling