-100.0%
VIVK vs TYL
+2,285.5%
-2,385.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.0% | -8.3% | -12.4% |
| 7D | -1.4% | -3.7% | +2.3% | -1.5% |
| 30D | -43.6% | +18.7% | -62.4% | -43.3% |
| 3M | -95.1% | +18.1% | -113.3% | -95.1% |
| 6M | -98.2% | -1.1% | -97.1% | -98.2% |
| YTD | -97.9% | -19.8% | -78.1% | -97.9% |
| 1Y | -100.0% | -34.3% | -65.7% | -100.0% |
| 3Y | -100.0% | -8.2% | -91.8% | -100.0% |
| 5Y | -100.0% | -25.4% | -74.6% | -100.0% |
| 10Y | -100.0% | +115.6% | -215.6% | -100.0% |
| All | -100.0% | +2,285.5% | -2,385.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling