+748.4%
TT vs VIVK
-100.0%
+848.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | -0.2% |
| 7D | +8.1% | -38.6% | +46.7% | +8.1% |
| 30D | -11.3% | -87.7% | +76.4% | -11.0% |
| 3M | -11.2% | -98.9% | +87.7% | -10.6% |
| 6M | -8.9% | -100.0% | +91.0% | -7.8% |
| YTD | +9.7% | -100.0% | +109.7% | +10.7% |
| 1Y | +1.3% | -100.0% | +101.3% | +2.7% |
| 3Y | +93.4% | -100.0% | +193.3% | +95.9% |
| 5Y | +133.5% | -100.0% | +233.5% | +136.9% |
| All | +748.4% | -100.0% | +848.4% | +815.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling