+420.9%
TTD vs VIVK
-100.0%
+520.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.5% | +8.8% | +1.4% |
| 7D | +21.3% | -57.7% | +78.9% | +22.3% |
| 30D | +28.7% | -87.3% | +116.0% | +31.3% |
| 3M | +7.7% | -98.9% | +106.6% | +12.7% |
| 6M | -23.5% | -100.0% | +76.5% | -17.8% |
| YTD | -58.7% | -100.0% | +41.3% | -56.0% |
| 1Y | -63.4% | -100.0% | +36.6% | -60.1% |
| 3Y | -75.3% | -100.0% | +24.7% | -73.2% |
| 5Y | -84.4% | -100.0% | +15.6% | -82.9% |
| 10Y | +516.1% | -100.0% | +616.1% | +434.3% |
| All | +420.9% | -100.0% | +520.9% | +345.7% |
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 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