+145.9%
TT vs VIVK
-100.0%
+245.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -1.0% | -9.5% | +8.5% | -1.0% |
| 30D | -8.9% | -35.1% | +26.2% | -8.9% |
| 3M | -1.8% | -93.4% | +91.5% | -1.6% |
| 6M | +1.9% | -98.0% | +99.9% | +2.2% |
| YTD | +13.8% | -97.9% | +111.7% | +13.8% |
| 1Y | +6.1% | -100.0% | +106.1% | +7.0% |
| 3Y | +119.6% | -100.0% | +219.6% | +120.0% |
| 5Y | +145.9% | -100.0% | +245.9% | +143.7% |
| All | +145.9% | -100.0% | +245.9% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling