-19.7%
TSCO vs VIVK
-100.0%
+80.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.4% | +5.9% | -1.5% |
| 7D | -5.7% | -4.4% | -1.3% | -5.6% |
| 30D | -8.8% | -40.8% | +32.1% | -8.7% |
| 3M | +6.3% | -94.1% | +100.5% | +6.8% |
| 6M | -32.3% | -98.2% | +65.9% | -31.9% |
| YTD | -32.7% | -98.0% | +65.3% | -32.5% |
| 1Y | -43.7% | -100.0% | +56.3% | -42.7% |
| 3Y | -19.7% | -100.0% | +80.3% | -24.0% |
| All | -19.7% | -100.0% | +80.3% | -24.0% |
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