-0.8%
TOST vs VIVK
-100.0%
+99.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -27.5% | +32.9% | +5.6% |
| 7D | +10.7% | -68.7% | +79.4% | +11.3% |
| 30D | +17.7% | -90.0% | +107.8% | +19.1% |
| 3M | +4.6% | -98.1% | +102.7% | +7.0% |
| 6M | +20.3% | -99.9% | +120.2% | +28.1% |
| YTD | -0.4% | -99.9% | +99.5% | +5.1% |
| 1Y | -0.8% | -100.0% | +99.2% | +15.8% |
| All | -0.8% | -100.0% | +99.2% | +15.8% |
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 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