+1,680.0%
TSCO vs VIVK
-100.0%
+1,780.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -1.4% |
| 7D | -3.1% | -9.5% | +6.3% | -3.1% |
| 30D | -4.4% | -35.1% | +30.8% | -4.4% |
| 3M | +9.7% | -93.4% | +103.0% | +9.7% |
| 6M | -32.4% | -98.0% | +65.6% | -32.4% |
| YTD | -31.7% | -97.9% | +66.2% | -31.6% |
| 1Y | -41.3% | -100.0% | +58.7% | -41.2% |
| 3Y | -18.3% | -100.0% | +81.7% | -18.3% |
| 5Y | -10.3% | -100.0% | +89.7% | -10.2% |
| 10Y | +188.5% | -100.0% | +288.5% | +189.7% |
| All | +1,680.0% | -100.0% | +1,780.0% | +1,696.9% |
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