-100.0%
VIVK vs TLN
-17.2%
-82.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.8% | -16.1% | -13.0% |
| 7D | -1.4% | +7.1% | -8.4% | -2.7% |
| 30D | -43.6% | -3.9% | -39.7% | -43.5% |
| 3M | -95.1% | -16.2% | -79.0% | -95.0% |
| 6M | -98.2% | -5.8% | -92.4% | -98.3% |
| YTD | -97.9% | -15.4% | -82.5% | -98.0% |
| 1Y | -100.0% | -16.7% | -83.3% | -100.0% |
| All | -100.0% | -17.2% | -82.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling