+59.7%
TEM vs VIVK
-100.0%
+159.7%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +7.7% | -8.2% | -0.6% |
| 7D | +3.2% | +13.1% | -9.8% | +3.0% |
| 30D | +23.5% | -29.7% | +53.2% | +24.1% |
| 3M | +32.3% | -93.0% | +125.3% | +37.2% |
| 6M | +23.0% | -98.0% | +121.0% | +28.7% |
| YTD | +8.9% | -97.8% | +106.6% | +11.8% |
| 1Y | -19.9% | -100.0% | +80.1% | -6.5% |
| All | +59.7% | -100.0% | +159.7% | +91.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling