+407.0%
TSM vs VIVK
-100.0%
+507.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.3% | +5.5% | -0.8% |
| 7D | +4.8% | -7.9% | +12.7% | +4.8% |
| 30D | +4.0% | -42.0% | +46.0% | +3.9% |
| 3M | +2.0% | -92.5% | +94.5% | +1.3% |
| 6M | +25.5% | -98.0% | +123.5% | +24.7% |
| YTD | +44.0% | -97.9% | +141.9% | +43.0% |
| 1Y | +75.4% | -100.0% | +175.4% | +73.7% |
| All | +407.0% | -100.0% | +507.0% | +365.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling