-10.5%
TEM vs VIVK
-100.0%
+89.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -27.5% | +24.6% | -2.4% |
| 7D | -1.3% | -68.7% | +67.4% | +0.3% |
| 30D | -9.5% | -90.0% | +80.5% | -6.6% |
| 3M | +60.7% | -98.1% | +158.8% | +67.7% |
| 6M | +35.5% | -99.9% | +135.4% | +44.7% |
| YTD | +28.0% | -99.9% | +128.0% | +34.9% |
| 1Y | -10.5% | -100.0% | +89.5% | +36.3% |
| All | -10.5% | -100.0% | +89.5% | +36.3% |
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