-100.0%
VIVK vs TD
+125.7%
-225.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +0.7% | -8.1% | -7.6% |
| 7D | -4.4% | -0.5% | -3.8% | -4.3% |
| 30D | -40.8% | -1.9% | -38.9% | -40.5% |
| 3M | -94.1% | +4.8% | -98.9% | -94.2% |
| 6M | -98.2% | +28.0% | -126.2% | -98.4% |
| YTD | -98.0% | +30.3% | -128.3% | -98.2% |
| 1Y | -100.0% | +59.8% | -159.7% | -100.0% |
| 3Y | -100.0% | +124.7% | -224.7% | -100.0% |
| All | -100.0% | +125.7% | -225.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 5y: compounded portfolio wealth divided by compounded TD 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…
5y analysis · Full analysis span regression · 6 months rolling