+46.6%
TEM vs VIVK
-100.0%
+146.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.4% | +7.8% | +0.6% |
| 7D | -8.7% | -4.4% | -4.3% | -8.6% |
| 30D | +8.1% | -40.8% | +48.9% | +8.9% |
| 3M | +19.0% | -94.1% | +113.1% | +23.9% |
| 6M | +12.0% | -98.2% | +110.2% | +17.4% |
| YTD | -0.1% | -98.0% | +97.9% | +2.8% |
| 1Y | -33.5% | -100.0% | +66.4% | -22.8% |
| All | +46.6% | -100.0% | +146.6% | +75.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling