+365.8%
TTD vs VIVK
-100.0%
+465.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.7% | -10.5% | -2.9% |
| 7D | +1.7% | +13.1% | -11.3% | +1.6% |
| 30D | +1.6% | -29.7% | +31.3% | +1.9% |
| 3M | -27.8% | -93.0% | +65.1% | -26.2% |
| 6M | -52.1% | -98.0% | +45.8% | -50.7% |
| YTD | -63.1% | -97.8% | +34.7% | -62.3% |
| 1Y | -73.1% | -100.0% | +26.9% | -71.5% |
| 3Y | -83.3% | -100.0% | +16.7% | -82.6% |
| 5Y | -80.6% | -100.0% | +19.4% | -79.7% |
| All | +365.8% | -100.0% | +465.8% | +282.4% |
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