-100.0%
VIVK vs TYL
-39.5%
-60.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.5% | -4.9% | -6.0% |
| 7D | -7.9% | -8.6% | +0.7% | -5.9% |
| 30D | -42.0% | +7.5% | -49.5% | -42.8% |
| 3M | -92.5% | +10.9% | -103.4% | -92.8% |
| 6M | -98.0% | -6.7% | -91.3% | -97.9% |
| YTD | -97.9% | -24.5% | -73.4% | -97.9% |
| 1Y | -100.0% | -38.6% | -61.3% | -100.0% |
| All | -100.0% | -39.5% | -60.5% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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