+436.0%
TGT vs VIVK
-100.0%
+536.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.3% | +3.2% | -3.2% |
| 7D | -3.6% | -7.9% | +4.3% | -3.6% |
| 30D | +4.4% | -42.0% | +46.4% | +4.4% |
| 3M | +25.4% | -92.5% | +117.9% | +25.4% |
| 6M | +33.4% | -98.0% | +131.4% | +33.5% |
| YTD | +65.6% | -97.9% | +163.5% | +65.7% |
| 1Y | +80.3% | -100.0% | +180.3% | +80.6% |
| 3Y | +42.1% | -100.0% | +142.1% | +42.3% |
| 5Y | -25.0% | -100.0% | +75.0% | -24.9% |
| 10Y | +208.2% | -100.0% | +308.2% | +207.4% |
| All | +436.0% | -100.0% | +536.0% | +428.0% |
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