-44.5%
TOST vs VIVK
-100.0%
+55.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +34.1% | -35.5% | -1.8% |
| 7D | +9.4% | -42.9% | +52.4% | +10.0% |
| 30D | +13.5% | -88.6% | +102.1% | +16.2% |
| 3M | -0.1% | -97.7% | +97.5% | +4.3% |
| 6M | +22.5% | -99.9% | +122.4% | +33.6% |
| YTD | -2.4% | -99.9% | +97.6% | +4.6% |
| 1Y | -4.7% | -100.0% | +95.3% | +6.3% |
| 3Y | +103.2% | -100.0% | +203.2% | +127.1% |
| 5Y | -41.2% | -100.0% | +58.8% | -35.2% |
| All | -44.5% | -100.0% | +55.5% | -34.8% |
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 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