-100.0%
VIVK vs TDY
+22.9%
-122.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | -4.8% | -22.7% | -22.1% |
| 7D | -68.7% | -5.0% | -63.6% | -65.6% |
| 30D | -90.0% | +2.0% | -92.0% | -89.7% |
| 3M | -98.1% | -7.7% | -90.3% | -97.8% |
| 6M | -99.9% | -0.9% | -99.0% | -99.9% |
| YTD | -99.9% | +23.7% | -123.7% | -100.0% |
| 1Y | -100.0% | +23.6% | -123.6% | -100.0% |
| All | -100.0% | +22.9% | -122.9% | -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