+228.8%
VIK vs TMF
-25.2%
+254.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -3.0% | -1.4% | -1.6% | -2.9% |
| 30D | -20.7% | -2.8% | -17.9% | -20.5% |
| 3M | -4.6% | -10.9% | +6.3% | -3.3% |
| 6M | +14.0% | -21.3% | +35.3% | +16.3% |
| YTD | +20.2% | -15.9% | +36.0% | +22.4% |
| 1Y | +36.0% | -15.7% | +51.8% | +38.4% |
| All | +228.8% | -25.2% | +254.0% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling