+88.6%
TGT vs VIVK
-100.0%
+188.6%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -27.5% | +33.1% | +5.6% |
| 7D | +9.5% | -68.7% | +78.2% | +9.5% |
| 30D | +6.6% | -90.0% | +96.6% | +6.5% |
| 3M | +11.0% | -98.1% | +109.0% | +10.5% |
| 6M | +29.9% | -99.9% | +129.8% | +28.7% |
| YTD | +71.4% | -99.9% | +171.4% | +69.2% |
| 1Y | +88.6% | -100.0% | +188.6% | +102.2% |
| All | +88.6% | -100.0% | +188.6% | +102.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling