+38.5%
TNA vs VIVK
-100.0%
+138.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -27.5% | +31.8% | +4.9% |
| 7D | +2.4% | -68.7% | +71.1% | +4.3% |
| 30D | -0.9% | -90.0% | +89.1% | +2.4% |
| 3M | -19.2% | -98.1% | +78.8% | -14.8% |
| 6M | -0.8% | -99.9% | +99.1% | +9.2% |
| YTD | +33.2% | -99.9% | +133.1% | +42.7% |
| 1Y | +38.5% | -100.0% | +138.5% | +95.9% |
| All | +38.5% | -100.0% | +138.5% | +95.9% |
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