+1,350.9%
TMO vs VIVK
-100.0%
+1,450.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.1% |
| 7D | -0.6% | -4.4% | +3.7% | -0.6% |
| 30D | +1.1% | -40.8% | +41.9% | +1.1% |
| 3M | +28.3% | -94.1% | +122.5% | +28.4% |
| 6M | +23.3% | -98.2% | +121.5% | +23.3% |
| YTD | +5.5% | -98.0% | +103.5% | +5.5% |
| 1Y | +24.5% | -100.0% | +124.5% | +24.6% |
| 3Y | +19.6% | -100.0% | +119.5% | +19.6% |
| 5Y | +8.1% | -100.0% | +108.1% | +8.2% |
| 10Y | +336.7% | -100.0% | +436.7% | +338.0% |
| All | +1,350.9% | -100.0% | +1,450.9% | +1,355.4% |
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