-49.1%
TSLL vs VIVK
-100.0%
+50.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.5% | +3.8% | -3.7% |
| 7D | +17.8% | -57.7% | +75.5% | +17.5% |
| 30D | +8.2% | -87.3% | +95.5% | +7.0% |
| 3M | +20.9% | -98.9% | +119.8% | +16.8% |
| 6M | -37.5% | -100.0% | +62.5% | -40.5% |
| YTD | -44.5% | -100.0% | +55.5% | -47.1% |
| 1Y | -33.0% | -100.0% | +67.0% | -37.7% |
| 3Y | -6.4% | -100.0% | +93.6% | -12.8% |
| All | -49.1% | -100.0% | +50.9% | -51.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling