+1,170.0%
TEL vs VIVK
-100.0%
+1,270.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | 0.0% |
| 7D | -2.3% | -9.5% | +7.2% | -2.3% |
| 30D | -6.1% | -35.1% | +29.1% | -6.0% |
| 3M | +1.7% | -93.4% | +95.1% | +1.9% |
| 6M | +1.6% | -98.0% | +99.6% | +1.8% |
| YTD | -9.1% | -97.9% | +88.8% | -8.9% |
| 1Y | -1.7% | -100.0% | +98.3% | -1.3% |
| 3Y | +67.3% | -100.0% | +167.3% | +67.9% |
| 5Y | +52.1% | -100.0% | +152.1% | +52.6% |
| 10Y | +299.3% | -100.0% | +399.3% | +300.0% |
| All | +1,170.0% | -100.0% | +1,270.0% | +1,181.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling