+234.0%
VIK vs TMF
-25.9%
+259.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.4% | -0.4% |
| 7D | +0.1% | +0.6% | -0.5% | 0.0% |
| 30D | +6.8% | +16.3% | -9.5% | +4.8% |
| 3M | -17.6% | -2.7% | -14.9% | -17.4% |
| 6M | +5.4% | -13.2% | +18.6% | +7.0% |
| YTD | +22.1% | -16.7% | +38.8% | +24.4% |
| 1Y | +49.3% | -22.7% | +72.0% | +52.5% |
| All | +234.0% | -25.9% | +259.9% | +220.4% |
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