+2,916.6%
TT vs VIVK
-100.0%
+3,016.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -12.3% | +13.2% | +0.8% |
| 7D | 0.0% | -1.4% | +1.4% | 0.0% |
| 30D | -7.2% | -43.6% | +36.5% | -7.2% |
| 3M | -3.0% | -95.1% | +92.2% | -3.1% |
| 6M | +1.4% | -98.2% | +99.5% | +1.2% |
| YTD | +15.9% | -97.9% | +113.8% | +15.7% |
| 1Y | +9.4% | -100.0% | +109.4% | +9.1% |
| 3Y | +124.4% | -100.0% | +224.4% | +123.8% |
| 5Y | +138.0% | -100.0% | +238.0% | +137.3% |
| 10Y | +886.4% | -100.0% | +986.4% | +892.0% |
| All | +2,916.6% | -100.0% | +3,016.6% | +3,183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling