-100.0%
VIVK vs TPG
-8.6%
-91.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.3% | -6.8% | -16.5% | -24.0% |
| 7D | -75.3% | -2.5% | -72.8% | -75.3% |
| 30D | -92.3% | +3.9% | -96.2% | -92.2% |
| 3M | -98.3% | -1.4% | -96.9% | -98.3% |
| 6M | -99.9% | +5.0% | -104.9% | -99.9% |
| YTD | -99.9% | -24.0% | -75.9% | -99.9% |
| 1Y | -100.0% | -8.3% | -91.7% | -100.0% |
| All | -100.0% | -8.6% | -91.4% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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