-100.0%
VIVK vs TMF
-25.6%
-74.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.8% | +2.8% |
| 7D | -9.5% | -4.8% | -4.7% | -9.0% |
| 30D | -35.1% | -4.9% | -30.2% | -34.8% |
| 3M | -93.4% | -13.4% | -79.9% | -93.2% |
| 6M | -98.0% | -23.0% | -74.9% | -97.7% |
| YTD | -97.9% | -20.2% | -77.7% | -97.5% |
| 1Y | -100.0% | -26.5% | -73.5% | -100.0% |
| All | -100.0% | -25.6% | -74.3% | -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