+25.4%
TMO vs VIVK
-100.0%
+125.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -27.5% | +28.6% | +1.2% |
| 7D | +0.3% | -68.7% | +68.9% | +0.7% |
| 30D | +4.3% | -90.0% | +94.4% | +5.4% |
| 3M | +25.1% | -98.1% | +123.2% | +27.0% |
| 6M | +52.9% | -99.9% | +152.8% | +54.0% |
| YTD | +22.2% | -99.9% | +122.1% | +23.7% |
| 1Y | +25.4% | -100.0% | +125.4% | +36.3% |
| All | +25.4% | -100.0% | +125.4% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling