-24.7%
TMUS vs VIVK
-100.0%
+75.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.5% | -0.1% |
| 7D | -5.8% | -9.5% | +3.7% | -5.8% |
| 30D | -0.2% | -35.1% | +34.9% | -0.4% |
| 3M | -4.0% | -93.4% | +89.4% | -4.4% |
| 6M | -18.1% | -98.0% | +79.9% | -19.0% |
| YTD | -11.3% | -97.9% | +86.5% | -12.3% |
| 1Y | -24.7% | -100.0% | +75.2% | -24.2% |
| All | -24.7% | -100.0% | +75.2% | -24.2% |
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