-100.0%
VIVK vs TRMB
+121.9%
-221.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.4% | -8.8% | -7.8% |
| 7D | -4.4% | -3.0% | -1.3% | -3.6% |
| 30D | -40.8% | +2.3% | -43.1% | -41.1% |
| 3M | -94.1% | +15.3% | -109.5% | -94.4% |
| 6M | -98.2% | -14.7% | -83.5% | -98.1% |
| YTD | -98.0% | -26.4% | -71.6% | -97.8% |
| 1Y | -100.0% | -30.4% | -69.6% | -100.0% |
| 3Y | -100.0% | +13.5% | -113.5% | -100.0% |
| 5Y | -100.0% | -38.6% | -61.4% | -100.0% |
| All | -100.0% | +121.9% | -221.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling