+244.3%
VIK vs TMF
-32.9%
+277.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.3% |
| 7D | +2.7% | -9.3% | +12.0% | +4.0% |
| 30D | +8.8% | +1.9% | +6.9% | +8.5% |
| 3M | -15.3% | -11.2% | -4.1% | -14.1% |
| 6M | +9.4% | -17.7% | +27.1% | +11.9% |
| YTD | +25.9% | -24.5% | +50.3% | +29.8% |
| 1Y | +51.0% | -29.4% | +80.4% | +56.1% |
| All | +244.3% | -32.9% | +277.2% | +234.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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