-100.0%
VIVK vs TRI
+397.6%
-497.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.9% | -4.5% | -6.3% |
| 7D | -7.9% | -8.4% | +0.5% | -7.6% |
| 30D | -42.0% | -6.5% | -35.5% | -41.8% |
| 3M | -92.5% | +18.6% | -111.1% | -92.5% |
| 6M | -98.0% | -10.4% | -87.6% | -98.0% |
| YTD | -97.9% | -23.7% | -74.2% | -97.9% |
| 1Y | -100.0% | -42.5% | -57.5% | -100.0% |
| 3Y | -100.0% | -19.3% | -80.7% | -100.0% |
| 5Y | -100.0% | -9.7% | -90.3% | -100.0% |
| 10Y | -100.0% | +194.4% | -294.4% | -100.0% |
| All | -100.0% | +397.6% | -497.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling