+740.1%
TEAM vs VIVK
-100.0%
+840.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +7.7% | -14.6% | -7.0% |
| 7D | -5.7% | +13.1% | -18.7% | -5.7% |
| 30D | +18.3% | -29.7% | +48.0% | +18.5% |
| 3M | +80.2% | -93.0% | +173.2% | +82.6% |
| 6M | +111.0% | -98.0% | +208.9% | +114.9% |
| YTD | +8.8% | -97.8% | +106.6% | +10.4% |
| 1Y | +2.2% | -100.0% | +102.1% | +6.1% |
| 3Y | -14.6% | -100.0% | +85.4% | -11.8% |
| 5Y | -53.8% | -100.0% | +46.2% | -52.2% |
| 10Y | +475.2% | -100.0% | +575.2% | +449.0% |
| All | +740.1% | -100.0% | +840.1% | +784.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIVK 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling