+736.3%
TT vs VIVK
-100.0%
+836.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.5% | +6.1% | -1.4% |
| 7D | +4.0% | -57.7% | +61.7% | +4.2% |
| 30D | -11.3% | -87.3% | +76.0% | -11.0% |
| 3M | -12.3% | -98.9% | +86.6% | -11.7% |
| 6M | -10.8% | -100.0% | +89.1% | -9.8% |
| YTD | +8.2% | -100.0% | +108.1% | +9.1% |
| 1Y | +1.5% | -100.0% | +101.5% | +2.9% |
| 3Y | +91.5% | -100.0% | +191.5% | +94.1% |
| 5Y | +130.2% | -100.0% | +230.2% | +133.6% |
| All | +736.3% | -100.0% | +836.3% | +802.0% |
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