+95.6%
TFC vs VIVK
-100.0%
+195.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -7.4% | +7.5% | +0.2% |
| 7D | -2.4% | -4.4% | +2.0% | -2.4% |
| 30D | -3.4% | -40.8% | +37.5% | -2.9% |
| 3M | +0.4% | -94.1% | +94.6% | +2.4% |
| 6M | +12.7% | -98.2% | +110.9% | +15.4% |
| YTD | +5.6% | -98.0% | +103.6% | +7.4% |
| 1Y | +16.0% | -100.0% | +116.0% | +21.7% |
| 3Y | +94.0% | -100.0% | +194.0% | +102.3% |
| 5Y | +16.2% | -100.0% | +116.1% | +21.2% |
| All | +95.6% | -100.0% | +195.6% | +98.0% |
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