-100.0%
VIVK vs TMF
-81.8%
-18.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | +0.1% | -14.4% | -14.3% |
| 7D | -48.0% | -3.4% | -44.6% | -48.0% |
| 30D | -88.4% | +11.5% | -99.9% | -88.4% |
| 3M | -98.7% | -4.5% | -94.2% | -98.7% |
| 6M | -100.0% | -15.0% | -85.0% | -100.0% |
| YTD | -100.0% | -19.9% | -80.1% | -100.0% |
| 1Y | -100.0% | -26.6% | -73.4% | -100.0% |
| 3Y | -100.0% | -29.8% | -70.2% | -100.0% |
| 5Y | -100.0% | -88.2% | -11.8% | -100.0% |
| 10Y | -100.0% | -81.4% | -18.6% | -100.0% |
| All | -100.0% | -81.8% | -18.2% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling