-100.0%
VIVK vs TMF
-15.2%
-84.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.4% | -12.7% | -12.4% |
| 7D | -1.4% | -1.4% | +0.1% | -1.3% |
| 30D | -43.6% | -2.8% | -40.8% | -43.4% |
| 3M | -95.1% | -10.9% | -84.2% | -94.9% |
| 6M | -98.2% | -21.3% | -76.9% | -97.9% |
| YTD | -97.9% | -15.9% | -82.0% | -97.7% |
| 1Y | -100.0% | -15.7% | -84.2% | -100.0% |
| All | -100.0% | -15.2% | -84.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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