+1,459.0%
TSEM vs VIVK
-100.0%
+1,559.0%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.7% | -8.8% | -1.2% |
| 7D | +10.4% | +13.1% | -2.6% | +10.4% |
| 30D | -12.9% | -29.7% | +16.7% | -12.9% |
| 3M | -9.2% | -93.0% | +83.8% | -8.6% |
| 6M | +98.8% | -98.0% | +196.7% | +100.3% |
| YTD | +87.2% | -97.8% | +185.0% | +88.2% |
| 1Y | +239.0% | -100.0% | +338.9% | +244.1% |
| 3Y | +679.5% | -100.0% | +779.5% | +689.4% |
| 5Y | +667.3% | -100.0% | +767.3% | +677.1% |
| 10Y | +1,301.0% | -100.0% | +1,401.0% | +1,278.4% |
| All | +1,459.0% | -100.0% | +1,559.0% | +1,415.7% |
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 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