+25.5%
TEM vs VIVK
-93.3%
+118.8%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.3% | +1.7% | -4.6% |
| 7D | -1.1% | -7.9% | +6.8% | -1.0% |
| 30D | +11.3% | -42.0% | +53.3% | +11.3% |
| 3M | +25.5% | -92.5% | +118.0% | +31.2% |
| All | +25.5% | -93.3% | +118.8% | +31.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling