-100.0%
VIVK vs TMF
-63.5%
-36.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -1.4% | -6.1% | -7.5% |
| 7D | -57.7% | -9.3% | -48.4% | -57.6% |
| 30D | -87.3% | +1.9% | -89.2% | -87.3% |
| 3M | -98.9% | -11.2% | -87.7% | -98.9% |
| 6M | -100.0% | -17.7% | -82.2% | -100.0% |
| YTD | -100.0% | -24.5% | -75.5% | -100.0% |
| 1Y | -100.0% | -29.4% | -70.6% | -100.0% |
| 3Y | -100.0% | -33.4% | -66.6% | -100.0% |
| 5Y | -100.0% | -88.7% | -11.3% | -100.0% |
| 10Y | -100.0% | -82.5% | -17.5% | -100.0% |
| All | -100.0% | -63.5% | -36.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling