-100.0%
VIVK vs TSN
-5.8%
-94.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.7% | -11.7% | -12.4% |
| 7D | -1.4% | -6.3% | +4.9% | -2.4% |
| 30D | -43.6% | -10.8% | -32.8% | -44.5% |
| 3M | -95.1% | -8.8% | -86.4% | -95.2% |
| 6M | -98.2% | -16.8% | -81.4% | -98.2% |
| YTD | -97.9% | -10.0% | -87.9% | -98.0% |
| 1Y | -100.0% | -5.3% | -94.7% | -100.0% |
| All | -100.0% | -5.8% | -94.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling