-20.7%
TOST vs VIVK
-100.0%
+79.3%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.3% | +3.8% | -2.5% |
| 7D | -4.7% | -7.9% | +3.2% | -4.6% |
| 30D | -9.1% | -42.0% | +32.9% | -8.7% |
| 3M | +29.8% | -92.5% | +122.3% | +32.6% |
| 6M | +10.0% | -98.0% | +108.0% | +13.8% |
| YTD | -8.6% | -97.9% | +89.3% | -5.9% |
| 1Y | -20.7% | -100.0% | +79.3% | -14.6% |
| All | -20.7% | -100.0% | +79.3% | -14.6% |
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 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