-23.0%
TNA vs VIVK
-100.0%
+77.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -7.4% | +8.5% | +1.3% |
| 7D | -7.3% | -4.4% | -2.9% | -7.2% |
| 30D | -14.2% | -40.8% | +26.6% | -13.1% |
| 3M | -4.6% | -94.1% | +89.6% | +0.8% |
| 6M | +36.9% | -98.2% | +135.1% | +46.6% |
| YTD | +42.5% | -98.0% | +140.6% | +49.1% |
| 1Y | +45.8% | -100.0% | +145.7% | +69.1% |
| 3Y | +104.7% | -100.0% | +204.6% | +129.5% |
| All | -23.0% | -100.0% | +77.0% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling