+637.8%
TSEM vs VIVK
-100.0%
+737.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.4% | -6.3% | -3.9% |
| 7D | +0.9% | -9.5% | +10.4% | +1.0% |
| 30D | -16.6% | -35.1% | +18.5% | -16.4% |
| 3M | -10.9% | -93.4% | +82.5% | -10.3% |
| 6M | +78.0% | -98.0% | +176.0% | +79.4% |
| YTD | +77.2% | -97.9% | +175.1% | +77.7% |
| 1Y | +207.6% | -100.0% | +307.5% | +206.5% |
| All | +637.8% | -100.0% | +737.8% | +561.9% |
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 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