+277.6%
TSM vs VIVK
-100.0%
+377.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.7% |
| 7D | +2.6% | -9.5% | +12.1% | +2.6% |
| 30D | +1.4% | -35.1% | +36.5% | +1.3% |
| 3M | +5.0% | -93.4% | +98.3% | +4.4% |
| 6M | +24.0% | -98.0% | +121.9% | +23.3% |
| YTD | +41.6% | -97.9% | +139.4% | +40.8% |
| 1Y | +66.2% | -100.0% | +166.1% | +64.9% |
| 3Y | +398.2% | -100.0% | +498.2% | +390.9% |
| 5Y | +277.6% | -100.0% | +377.6% | +282.6% |
| All | +277.6% | -100.0% | +377.6% | +282.6% |
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 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