-100.0%
VIVK vs TSN
-18.6%
-81.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | -9.5% | +1.4% | -10.8% | -9.7% |
| 30D | -35.1% | -6.2% | -28.9% | -34.2% |
| 3M | -93.4% | -5.7% | -87.7% | -93.4% |
| 6M | -98.0% | -11.4% | -86.6% | -98.0% |
| YTD | -97.9% | -8.2% | -89.7% | -97.9% |
| 1Y | -100.0% | -2.0% | -98.0% | -100.0% |
| 3Y | -100.0% | +11.9% | -111.8% | -100.0% |
| 5Y | -100.0% | -17.8% | -82.2% | -100.0% |
| All | -100.0% | -18.6% | -81.4% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling