+80.5%
TSEM vs VIVK
-100.0%
+180.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -27.5% | +18.7% | -8.0% |
| 7D | -23.1% | -68.7% | +45.6% | -21.2% |
| 30D | -40.4% | -90.0% | +49.7% | -37.8% |
| 3M | -37.9% | -98.1% | +60.2% | -33.8% |
| 6M | -30.8% | -99.9% | +69.1% | -24.3% |
| YTD | +26.7% | -99.9% | +126.6% | +35.1% |
| 1Y | +80.5% | -100.0% | +180.5% | +129.9% |
| All | +80.5% | -100.0% | +180.5% | +129.9% |
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 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