-21.2%
TMUS vs VIVK
-100.0%
+78.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -27.5% | +30.5% | +2.8% |
| 7D | +7.5% | -68.7% | +76.2% | +6.7% |
| 30D | -3.3% | -90.0% | +86.7% | -4.6% |
| 3M | -9.7% | -98.1% | +88.4% | -11.6% |
| 6M | -17.2% | -99.9% | +82.7% | -19.6% |
| YTD | -20.3% | -99.9% | +79.6% | -22.8% |
| 1Y | -21.2% | -100.0% | +78.8% | -19.4% |
| All | -21.2% | -100.0% | +78.8% | -19.4% |
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 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