+248.1%
TFC vs VIVK
-100.0%
+348.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +7.7% | -9.8% | -2.1% |
| 7D | +2.2% | +13.1% | -10.8% | +2.2% |
| 30D | -2.5% | -29.7% | +27.2% | -2.4% |
| 3M | +4.5% | -93.0% | +97.5% | +4.8% |
| 6M | +11.0% | -98.0% | +108.9% | +11.3% |
| YTD | +5.9% | -97.8% | +103.7% | +6.1% |
| 1Y | +14.6% | -100.0% | +114.5% | +15.3% |
| 3Y | +96.7% | -100.0% | +196.7% | +97.8% |
| 5Y | +15.6% | -100.0% | +115.6% | +16.2% |
| 10Y | +98.6% | -100.0% | +198.6% | +98.8% |
| All | +248.1% | -100.0% | +348.1% | +254.1% |
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