-100.0%
VIVK vs TDY
+11.8%
-111.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +0.5% | -12.8% | -12.7% |
| 7D | -1.4% | -1.8% | +0.4% | +0.3% |
| 30D | -43.6% | -10.7% | -32.9% | -37.4% |
| 3M | -95.1% | -1.3% | -93.8% | -95.2% |
| 6M | -98.2% | -10.6% | -87.6% | -98.0% |
| YTD | -97.9% | +19.6% | -117.5% | -98.4% |
| 1Y | -100.0% | +11.6% | -111.6% | -100.0% |
| All | -100.0% | +11.8% | -111.7% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling