-100.0%
VIVK vs TDY
+1,760.7%
-1,860.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.2% | -8.6% | -7.5% |
| 7D | -4.4% | -1.1% | -3.2% | -4.3% |
| 30D | -40.8% | -12.0% | -28.8% | -40.4% |
| 3M | -94.1% | -3.2% | -90.9% | -94.1% |
| 6M | -98.2% | -7.9% | -90.3% | -98.2% |
| YTD | -98.0% | +18.2% | -116.2% | -98.0% |
| 1Y | -100.0% | +6.7% | -106.6% | -100.0% |
| 3Y | -100.0% | +47.5% | -147.5% | -100.0% |
| 5Y | -100.0% | +39.5% | -139.5% | -100.0% |
| 10Y | -100.0% | +477.2% | -577.2% | -100.0% |
| All | -100.0% | +1,760.7% | -1,860.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling