+1,140.0%
TTMI vs VIVK
-100.0%
+1,240.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.3% | +2.4% | -3.9% |
| 7D | +7.5% | -7.9% | +15.4% | +7.5% |
| 30D | -4.5% | -42.0% | +37.5% | -4.3% |
| 3M | -28.5% | -92.5% | +64.0% | -28.0% |
| 6M | +28.4% | -98.0% | +126.4% | +29.7% |
| YTD | +80.1% | -97.9% | +178.0% | +81.4% |
| 1Y | +161.0% | -100.0% | +261.0% | +166.2% |
| 3Y | +862.4% | -100.0% | +962.4% | +878.8% |
| 5Y | +812.9% | -100.0% | +912.9% | +828.9% |
| 10Y | +1,094.7% | -100.0% | +1,194.7% | +1,081.9% |
| All | +1,140.0% | -100.0% | +1,240.0% | +939.5% |
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