-100.0%
VIVK vs TLN
+571.8%
-671.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +5.0% | +2.9% |
| 7D | -9.5% | +2.0% | -11.4% | -9.9% |
| 30D | -35.1% | -12.9% | -22.2% | -33.3% |
| 3M | -93.4% | -7.4% | -85.9% | -93.4% |
| 6M | -98.0% | -6.0% | -91.9% | -98.0% |
| YTD | -97.9% | -16.9% | -81.0% | -97.8% |
| 1Y | -100.0% | -22.6% | -77.3% | -100.0% |
| 3Y | -100.0% | +469.0% | -569.0% | -100.0% |
| All | -100.0% | +571.8% | -671.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling