+124.3%
TDG vs VIVK
-100.0%
+224.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.4% | +8.6% | +1.2% |
| 7D | -1.9% | -4.4% | +2.5% | -1.9% |
| 30D | -7.7% | -40.8% | +33.1% | -7.7% |
| 3M | -9.3% | -94.1% | +84.8% | -9.3% |
| 6M | -9.4% | -98.2% | +88.8% | -9.4% |
| YTD | -14.3% | -98.0% | +83.8% | -14.4% |
| 1Y | -11.8% | -100.0% | +88.1% | -12.0% |
| 3Y | +52.0% | -100.0% | +152.0% | +50.8% |
| All | +124.3% | -100.0% | +224.3% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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