+36.2%
TMUS vs VIVK
-100.0%
+136.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | +0.1% |
| 7D | -0.3% | +13.1% | -13.3% | -0.2% |
| 30D | +3.1% | -29.7% | +32.8% | +3.0% |
| 3M | +2.4% | -93.0% | +95.4% | +1.9% |
| 6M | -17.1% | -98.0% | +80.9% | -17.9% |
| YTD | -9.1% | -97.8% | +88.7% | -9.8% |
| 1Y | -23.6% | -100.0% | +76.3% | -24.7% |
| All | +36.2% | -100.0% | +136.2% | +31.6% |
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