+38.2%
VIK vs TMF
-21.2%
+59.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | +3.6% | +1.0% | +2.6% | +3.2% |
| 30D | -16.7% | -1.8% | -14.9% | -16.1% |
| 3M | -1.1% | -8.2% | +7.2% | +2.4% |
| 6M | +27.8% | -19.5% | +47.3% | +35.8% |
| YTD | +23.3% | -16.0% | +39.3% | +32.1% |
| 1Y | +38.2% | -22.5% | +60.7% | +46.9% |
| All | +38.2% | -21.2% | +59.3% | +46.9% |
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