+225.9%
VIK vs TMF
-26.5%
+252.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.8% | -3.2% |
| 7D | -0.8% | -0.9% | +0.1% | -0.7% |
| 30D | -18.0% | -1.0% | -17.1% | -18.0% |
| 3M | -5.8% | -11.3% | +5.5% | -4.4% |
| 6M | +17.2% | -22.7% | +39.9% | +19.8% |
| YTD | +19.1% | -17.3% | +36.5% | +21.6% |
| 1Y | +33.6% | -22.5% | +56.1% | +36.7% |
| All | +225.9% | -26.5% | +252.5% | +213.3% |
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