+6,318.2%
TSM vs VIVK
-100.0%
+6,418.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -12.3% | +15.2% | +2.9% |
| 7D | +2.7% | -1.4% | +4.1% | +2.7% |
| 30D | +3.6% | -43.6% | +47.2% | +3.6% |
| 3M | -3.4% | -95.1% | +91.8% | -3.3% |
| 6M | +20.6% | -98.2% | +118.8% | +20.7% |
| YTD | +41.9% | -97.9% | +139.8% | +41.9% |
| 1Y | +84.4% | -100.0% | +184.3% | +84.7% |
| 3Y | +380.2% | -100.0% | +480.2% | +380.8% |
| 5Y | +275.3% | -100.0% | +375.3% | +275.8% |
| 10Y | +1,751.4% | -100.0% | +1,851.4% | +1,753.0% |
| All | +6,318.2% | -100.0% | +6,418.2% | +6,471.6% |
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