+72.6%
TEL vs VIVK
-100.0%
+172.6%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -7.4% | +11.0% | +3.6% |
| 7D | +1.6% | -4.4% | +6.0% | +1.6% |
| 30D | -0.7% | -40.8% | +40.2% | -0.4% |
| 3M | +2.4% | -94.1% | +96.6% | +3.6% |
| 6M | +4.1% | -98.2% | +102.3% | +5.5% |
| YTD | -5.8% | -98.0% | +92.2% | -5.2% |
| 1Y | +0.9% | -100.0% | +100.8% | +4.6% |
| 3Y | +72.6% | -100.0% | +172.6% | +66.9% |
| All | +72.6% | -100.0% | +172.6% | +66.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling