-100.0%
VIVK vs TSN
-4.9%
-95.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.0% | -8.4% | -7.6% |
| 7D | -4.4% | +3.0% | -7.4% | -5.0% |
| 30D | -40.8% | -4.2% | -36.6% | -40.3% |
| 3M | -94.1% | -3.9% | -90.3% | -94.2% |
| 6M | -98.2% | -9.8% | -88.4% | -98.2% |
| YTD | -98.0% | -7.3% | -90.7% | -98.0% |
| 1Y | -100.0% | -2.2% | -97.8% | -100.0% |
| 3Y | -100.0% | +11.9% | -111.9% | -100.0% |
| 5Y | -100.0% | -16.9% | -83.1% | -100.0% |
| All | -100.0% | -4.9% | -95.1% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling