-98.6%
VIVK vs TYL
+36.7%
-135.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.8% | +0.8% | -23.6% | -21.2% |
| 7D | -56.0% | +4.3% | -60.3% | -50.9% |
| 30D | -92.3% | +28.0% | -120.2% | -87.5% |
| 3M | -98.6% | +32.3% | -131.0% | -97.7% |
| All | -98.6% | +36.7% | -135.4% | -97.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling