+1,341.9%
TMUS vs VIVK
-100.0%
+1,441.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -12.3% | +8.9% | -3.5% |
| 7D | +0.1% | -1.4% | +1.5% | +0.1% |
| 30D | +5.3% | -43.6% | +48.9% | +5.2% |
| 3M | +3.1% | -95.1% | +98.3% | +3.1% |
| 6M | -16.5% | -98.2% | +81.7% | -16.5% |
| YTD | -9.2% | -97.9% | +88.8% | -9.2% |
| 1Y | -26.5% | -100.0% | +73.5% | -26.5% |
| 3Y | +39.0% | -100.0% | +139.0% | +39.0% |
| 5Y | +40.4% | -100.0% | +140.4% | +40.3% |
| 10Y | +303.7% | -100.0% | +403.7% | +305.4% |
| All | +1,341.9% | -100.0% | +1,441.9% | +1,347.0% |
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