+235.2%
VIK vs TMF
-26.0%
+261.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | 0.0% | +1.2% | -1.2% | -0.1% |
| 30D | +7.7% | +19.7% | -12.1% | +5.2% |
| 3M | -17.6% | -2.1% | -15.5% | -17.5% |
| 6M | +1.7% | -13.4% | +15.1% | +3.2% |
| YTD | +22.5% | -16.7% | +39.2% | +24.8% |
| 1Y | +52.6% | -23.3% | +76.0% | +56.0% |
| All | +235.2% | -26.0% | +261.2% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling