+609.9%
TPR vs VIVK
-100.0%
+709.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.5% | +7.3% | -0.2% |
| 7D | -0.3% | -57.7% | +57.4% | -0.4% |
| 30D | +15.1% | -87.3% | +102.4% | +14.9% |
| 3M | +3.5% | -98.9% | +102.4% | +3.1% |
| 6M | +0.4% | -100.0% | +100.4% | -0.2% |
| YTD | +4.6% | -100.0% | +104.6% | +4.0% |
| 1Y | +33.1% | -100.0% | +133.1% | +32.0% |
| 3Y | +396.0% | -100.0% | +496.0% | +391.9% |
| 5Y | +230.3% | -100.0% | +330.3% | +227.4% |
| 10Y | +368.4% | -100.0% | +468.4% | +370.1% |
| All | +609.9% | -100.0% | +709.9% | +679.1% |
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