-17.3%
TEM vs VIVK
-100.0%
+82.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -12.3% | +12.3% | 0.0% |
| 7D | +0.9% | -1.4% | +2.3% | +0.9% |
| 30D | +38.4% | -43.6% | +82.0% | +38.9% |
| 3M | +23.7% | -95.1% | +118.8% | +26.4% |
| 6M | +26.0% | -98.2% | +124.2% | +28.9% |
| YTD | +9.4% | -97.9% | +107.4% | +10.9% |
| 1Y | -17.3% | -100.0% | +82.7% | -8.6% |
| All | -17.3% | -100.0% | +82.7% | -8.6% |
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 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