-100.0%
VIVK vs TW
+19.5%
-119.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -1.0% | -6.4% | -7.2% |
| 7D | -4.4% | -4.5% | +0.1% | -3.5% |
| 30D | -40.8% | -2.3% | -38.6% | -40.7% |
| 3M | -94.1% | +2.6% | -96.7% | -94.2% |
| 6M | -98.2% | -17.5% | -80.6% | -98.1% |
| YTD | -98.0% | -5.3% | -92.7% | -98.0% |
| 1Y | -100.0% | -14.8% | -85.2% | -100.0% |
| 3Y | -100.0% | +18.8% | -118.8% | -100.0% |
| All | -100.0% | +19.5% | -119.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling