+45.9%
TEM vs VIVK
-100.0%
+145.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.6% | -4.2% |
| 7D | -9.2% | -9.5% | +0.3% | -9.0% |
| 30D | +5.5% | -35.1% | +40.6% | +6.2% |
| 3M | +18.7% | -93.4% | +112.1% | +23.3% |
| 6M | +15.4% | -98.0% | +113.4% | +20.7% |
| YTD | -0.5% | -97.9% | +97.3% | +2.2% |
| 1Y | -24.8% | -100.0% | +75.1% | -12.7% |
| All | +45.9% | -100.0% | +145.9% | +74.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling