+94.6%
TT vs VIVK
-100.0%
+194.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.3% | +15.3% | +1.0% |
| 7D | +3.5% | -48.0% | +51.5% | +3.5% |
| 30D | -11.0% | -88.4% | +77.4% | -11.0% |
| 3M | -12.0% | -98.7% | +86.7% | -12.0% |
| 6M | -10.4% | -100.0% | +89.5% | -10.2% |
| YTD | +9.9% | -100.0% | +109.9% | +9.6% |
| 1Y | +1.5% | -100.0% | +101.5% | +1.7% |
| All | +94.6% | -100.0% | +194.6% | +92.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling