-46.0%
TSLL vs VIVK
-100.0%
+54.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -27.5% | +21.1% | -6.4% |
| 7D | -9.4% | -68.7% | +59.2% | -9.9% |
| 30D | +1.6% | -90.0% | +91.6% | +0.6% |
| 3M | +29.4% | -98.1% | +127.5% | +26.0% |
| 6M | -20.1% | -99.9% | +79.8% | -21.2% |
| YTD | -44.5% | -99.9% | +55.4% | -47.0% |
| 1Y | -46.0% | -100.0% | +54.0% | -48.9% |
| All | -46.0% | -100.0% | +54.0% | -48.9% |
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