-29.4%
TSCO vs VIVK
-100.0%
+70.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -27.5% | +31.7% | +4.1% |
| 7D | +15.7% | -68.7% | +84.4% | +15.6% |
| 30D | +16.4% | -90.0% | +106.5% | +15.9% |
| 3M | +11.2% | -98.1% | +109.3% | +10.4% |
| 6M | +14.9% | -99.9% | +114.8% | +13.2% |
| YTD | -25.4% | -99.9% | +74.5% | -26.6% |
| 1Y | -29.4% | -100.0% | +70.6% | -25.1% |
| All | -29.4% | -100.0% | +70.6% | -25.1% |
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 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