-100.0%
VIVK vs TSN
+505.9%
-605.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +1.7% | +6.0% | +7.7% |
| 7D | +13.1% | -5.0% | +18.1% | +12.9% |
| 30D | -29.7% | -9.1% | -20.6% | -29.8% |
| 3M | -93.0% | -7.4% | -85.6% | -93.0% |
| 6M | -98.0% | -13.4% | -84.6% | -98.0% |
| YTD | -97.8% | -8.5% | -89.3% | -97.8% |
| 1Y | -100.0% | -3.2% | -96.8% | -100.0% |
| 3Y | -100.0% | +11.5% | -111.5% | -100.0% |
| 5Y | -100.0% | -19.5% | -80.5% | -100.0% |
| 10Y | -100.0% | -9.1% | -90.9% | -100.0% |
| All | -100.0% | +505.9% | -605.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling