+917.7%
TT vs VIVK
-100.0%
+1,017.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -7.4% | +8.0% | +0.6% |
| 7D | -1.2% | -4.4% | +3.2% | -1.2% |
| 30D | -7.3% | -40.8% | +33.5% | -7.2% |
| 3M | -3.6% | -94.1% | +90.5% | -3.2% |
| 6M | +2.8% | -98.2% | +101.0% | +3.4% |
| YTD | +14.5% | -98.0% | +112.5% | +14.9% |
| 1Y | +7.4% | -100.0% | +107.4% | +8.5% |
| 3Y | +116.2% | -100.0% | +216.2% | +118.0% |
| 5Y | +147.4% | -100.0% | +247.4% | +149.5% |
| All | +917.7% | -100.0% | +1,017.7% | +950.6% |
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 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