+2,755.9%
TT vs VIVK
-100.0%
+2,855.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -9.6% | +9.4% | -0.2% |
| 7D | +8.1% | -38.6% | +46.7% | +8.0% |
| 30D | -11.3% | -87.7% | +76.4% | -11.4% |
| 3M | -11.2% | -98.9% | +87.7% | -11.4% |
| 6M | -8.9% | -100.0% | +91.0% | -9.3% |
| YTD | +9.7% | -100.0% | +109.7% | +9.3% |
| 1Y | +1.3% | -100.0% | +101.3% | +0.8% |
| 3Y | +93.4% | -100.0% | +193.3% | +92.4% |
| 5Y | +133.5% | -100.0% | +233.5% | +132.3% |
| 10Y | +739.9% | -100.0% | +839.9% | +742.6% |
| All | +2,755.9% | -100.0% | +2,855.9% | +3,002.2% |
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