-100.0%
VIVK vs TPG
+74.1%
-174.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +1.6% | -9.0% | -7.4% |
| 7D | -4.4% | -9.4% | +5.0% | -4.0% |
| 30D | -40.8% | -5.3% | -35.6% | -40.7% |
| 3M | -94.1% | +12.9% | -107.1% | -94.2% |
| 6M | -98.2% | +20.1% | -118.3% | -98.2% |
| YTD | -98.0% | -22.5% | -75.5% | -97.9% |
| 1Y | -100.0% | -19.7% | -80.3% | -100.0% |
| 3Y | -100.0% | +81.2% | -181.2% | -100.0% |
| All | -100.0% | +74.1% | -174.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling