+36.0%
TSM vs VIVK
-100.0%
+136.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -27.5% | +25.2% | -2.2% |
| 7D | -10.0% | -68.7% | +58.7% | -9.9% |
| 30D | -18.5% | -90.0% | +71.5% | -18.6% |
| 3M | -4.9% | -98.1% | +93.2% | -5.7% |
| 6M | -1.0% | -99.9% | +99.0% | -3.3% |
| YTD | +31.3% | -99.9% | +131.2% | +28.7% |
| 1Y | +36.0% | -100.0% | +136.0% | +33.8% |
| All | +36.0% | -100.0% | +136.0% | +33.8% |
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