-100.0%
VIVK vs TRI
-18.9%
-81.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.7% | -9.1% | -7.7% |
| 7D | -4.4% | -7.9% | +3.5% | -3.0% |
| 30D | -40.8% | -4.5% | -36.3% | -40.3% |
| 3M | -94.1% | +22.1% | -116.2% | -94.3% |
| 6M | -98.2% | -2.8% | -95.4% | -98.2% |
| YTD | -98.0% | -23.4% | -74.6% | -97.8% |
| 1Y | -100.0% | -41.5% | -58.4% | -100.0% |
| 3Y | -100.0% | -19.2% | -80.8% | -100.0% |
| All | -100.0% | -18.9% | -81.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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