-100.0%
VIVK vs TMF
-42.4%
-57.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.7% |
| 7D | +13.1% | +1.0% | +12.1% | +13.0% |
| 30D | -29.7% | -1.8% | -27.8% | -29.6% |
| 3M | -93.0% | -8.2% | -84.7% | -92.9% |
| 6M | -98.0% | -19.5% | -78.5% | -97.9% |
| YTD | -97.8% | -16.0% | -81.8% | -97.7% |
| 1Y | -100.0% | -22.5% | -77.5% | -100.0% |
| 3Y | -100.0% | -42.3% | -57.7% | -100.0% |
| All | -100.0% | -42.4% | -57.6% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling