+45.7%
VIK vs TMF
-29.9%
+75.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.4% | +3.1% | +0.5% |
| 7D | +3.2% | -8.2% | +11.3% | +6.7% |
| 30D | +8.2% | +5.3% | +2.8% | +5.4% |
| 3M | -14.7% | -8.5% | -6.2% | -11.6% |
| 6M | +10.3% | -17.2% | +27.5% | +20.3% |
| YTD | +24.5% | -23.4% | +47.9% | +42.6% |
| 1Y | +45.7% | -30.2% | +76.0% | +71.2% |
| All | +45.7% | -29.9% | +75.6% | +71.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling