+117.0%
TT vs VIVK
-100.0%
+217.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.3% | +5.9% | -0.4% |
| 7D | +1.4% | -7.9% | +9.3% | +1.4% |
| 30D | -6.7% | -42.0% | +35.3% | -6.6% |
| 3M | -5.4% | -92.5% | +87.1% | -5.2% |
| 6M | +4.4% | -98.0% | +102.4% | +4.8% |
| YTD | +14.9% | -97.9% | +112.8% | +14.8% |
| 1Y | +9.3% | -100.0% | +109.2% | +10.5% |
| All | +117.0% | -100.0% | +217.0% | +104.3% |
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