+22.2%
TMUS vs VIVK
-100.0%
+122.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.6% | +8.9% | -0.7% |
| 7D | +6.5% | -38.6% | +45.1% | +6.2% |
| 30D | +11.3% | -87.7% | +99.0% | +9.9% |
| 3M | -2.9% | -98.9% | +96.0% | -5.0% |
| 6M | -10.5% | -100.0% | +89.4% | -13.3% |
| YTD | -14.4% | -100.0% | +85.6% | -16.9% |
| 1Y | -17.9% | -100.0% | +82.1% | -20.7% |
| All | +22.2% | -100.0% | +122.2% | +18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling