-52.1%
TSLL vs VIVK
-100.0%
+47.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -23.6% | +34.5% | +10.8% |
| 7D | -14.3% | -44.2% | +29.9% | -14.6% |
| 30D | -6.2% | -90.0% | +83.9% | -7.6% |
| 3M | +21.2% | -98.0% | +119.2% | +17.4% |
| 6M | -36.6% | -99.9% | +63.3% | -39.6% |
| YTD | -47.8% | -99.9% | +52.2% | -50.2% |
| 1Y | -45.2% | -100.0% | +54.8% | -48.9% |
| 3Y | -3.3% | -100.0% | +96.7% | -9.7% |
| All | -52.1% | -100.0% | +47.9% | -54.6% |
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