+1.1%
TEL vs VIVK
-100.0%
+101.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -12.3% | +12.0% | -0.3% |
| 7D | +3.0% | -1.4% | +4.3% | +3.0% |
| 30D | -3.9% | -43.6% | +39.7% | -3.7% |
| 3M | -5.1% | -95.1% | +90.0% | -4.4% |
| 6M | +0.6% | -98.2% | +98.8% | +1.2% |
| YTD | -7.3% | -97.9% | +90.6% | -7.3% |
| 1Y | +1.1% | -100.0% | +101.1% | +4.7% |
| All | +1.1% | -100.0% | +101.1% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling