+1,282.5%
TSEM vs VIVK
-100.0%
+1,382.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.4% | +9.0% | +1.7% |
| 7D | -4.9% | -4.4% | -0.5% | -4.9% |
| 30D | -18.7% | -40.8% | +22.1% | -18.7% |
| 3M | -18.1% | -94.1% | +76.0% | -18.1% |
| 6M | +77.1% | -98.2% | +175.3% | +77.2% |
| YTD | +80.1% | -98.0% | +178.2% | +80.1% |
| 1Y | +220.4% | -100.0% | +320.4% | +219.9% |
| 3Y | +650.1% | -100.0% | +750.1% | +648.4% |
| 5Y | +628.9% | -100.0% | +728.9% | +627.4% |
| All | +1,282.5% | -100.0% | +1,382.5% | +1,244.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling