-84.0%
TTD vs VIVK
-100.0%
+16.0%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.3% | +5.3% | -1.0% |
| 7D | -4.6% | -7.9% | +3.3% | -4.6% |
| 30D | +3.7% | -42.0% | +45.6% | +3.9% |
| 3M | -30.2% | -92.5% | +62.3% | -29.8% |
| 6M | -51.4% | -98.0% | +46.6% | -51.0% |
| YTD | -63.4% | -97.9% | +34.5% | -63.2% |
| 1Y | -73.5% | -100.0% | +26.5% | -73.7% |
| All | -84.0% | -100.0% | +16.0% | -85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling