+237.4%
VIK vs TMF
-28.8%
+266.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.5% |
| 7D | +2.6% | -1.1% | +3.7% | +2.7% |
| 30D | +7.9% | +11.8% | -3.9% | +6.4% |
| 3M | -15.2% | -4.0% | -11.1% | -14.8% |
| 6M | +6.5% | -16.5% | +23.1% | +8.6% |
| YTD | +23.3% | -19.9% | +43.2% | +26.3% |
| 1Y | +47.7% | -25.6% | +73.3% | +51.6% |
| All | +237.4% | -28.8% | +266.2% | +225.2% |
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 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