-100.0%
VIVK vs TW
-15.9%
-84.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.8% | -13.1% | -12.7% |
| 7D | -1.4% | -2.3% | +0.9% | -0.5% |
| 30D | -43.6% | +3.9% | -47.5% | -44.9% |
| 3M | -95.1% | +5.7% | -100.8% | -95.2% |
| 6M | -98.2% | -14.5% | -83.7% | -97.8% |
| YTD | -97.9% | -0.9% | -97.1% | -97.9% |
| 1Y | -100.0% | -13.5% | -86.5% | -100.0% |
| All | -100.0% | -15.9% | -84.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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