-100.0%
VIVK vs TW
+20.8%
-120.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +1.0% | -28.5% | -27.5% |
| 7D | -68.7% | +6.0% | -74.6% | -68.8% |
| 30D | -90.0% | +18.6% | -108.6% | -90.4% |
| 3M | -98.1% | +26.5% | -124.6% | -98.2% |
| 6M | -99.9% | +13.1% | -113.0% | -99.9% |
| YTD | -99.9% | +18.5% | -118.5% | -99.9% |
| 1Y | -100.0% | +21.7% | -121.7% | -100.0% |
| All | -100.0% | +20.8% | -120.8% | -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