+16.0%
TFC vs VIVK
-100.0%
+116.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | +0.3% |
| 7D | -2.5% | -9.5% | +7.0% | -2.4% |
| 30D | -2.8% | -35.1% | +32.3% | -2.4% |
| 3M | +2.1% | -93.4% | +95.5% | +4.7% |
| 6M | +10.1% | -98.0% | +108.1% | +13.6% |
| YTD | +5.4% | -97.9% | +103.3% | +7.6% |
| 1Y | +16.3% | -100.0% | +116.3% | +25.7% |
| 3Y | +95.9% | -100.0% | +195.8% | +107.8% |
| 5Y | +16.0% | -100.0% | +116.0% | +25.7% |
| All | +16.0% | -100.0% | +116.0% | +25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling