+376.4%
TTD vs VIVK
-100.0%
+476.4%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.4% | +10.0% | +2.7% |
| 7D | -0.6% | -4.4% | +3.7% | -0.6% |
| 30D | +6.3% | -40.8% | +47.1% | +6.9% |
| 3M | -24.1% | -94.1% | +70.0% | -22.3% |
| 6M | -47.4% | -98.2% | +50.8% | -45.8% |
| YTD | -62.2% | -98.0% | +35.8% | -61.4% |
| 1Y | -68.3% | -100.0% | +31.7% | -66.5% |
| 3Y | -83.4% | -100.0% | +16.6% | -82.7% |
| 5Y | -80.3% | -100.0% | +19.7% | -79.3% |
| All | +376.4% | -100.0% | +476.4% | +291.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling