+140.0%
TRV vs VIVK
-100.0%
+240.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | +0.5% |
| 7D | -1.5% | -9.5% | +8.0% | -1.5% |
| 30D | -1.8% | -35.1% | +33.3% | -1.9% |
| 3M | +21.6% | -93.4% | +114.9% | +21.8% |
| 6M | +22.5% | -98.0% | +120.4% | +22.9% |
| YTD | +28.1% | -97.9% | +126.0% | +28.5% |
| 1Y | +37.0% | -100.0% | +137.0% | +40.3% |
| All | +140.0% | -100.0% | +240.0% | +141.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling