+7,145.1%
TDG vs VIVK
-100.0%
+7,245.1%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | +0.1% |
| 7D | -2.7% | -9.5% | +6.8% | -2.7% |
| 30D | -9.3% | -35.1% | +25.8% | -9.2% |
| 3M | -7.1% | -93.4% | +86.3% | -6.9% |
| 6M | -11.2% | -98.0% | +86.8% | -11.0% |
| YTD | -15.3% | -97.9% | +82.6% | -15.2% |
| 1Y | -12.5% | -100.0% | +87.5% | -12.2% |
| 3Y | +51.2% | -100.0% | +151.2% | +51.6% |
| 5Y | +126.1% | -100.0% | +226.1% | +126.7% |
| 10Y | +536.2% | -100.0% | +636.2% | +536.5% |
| All | +7,145.1% | -100.0% | +7,245.1% | +6,988.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling