-100.0%
VIVK vs TRGP
+260.3%
-360.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -0.6% | -6.8% | -7.2% |
| 7D | -4.4% | +0.1% | -4.4% | -4.3% |
| 30D | -40.8% | +8.0% | -48.8% | -42.0% |
| 3M | -94.1% | +8.3% | -102.4% | -94.3% |
| 6M | -98.2% | +23.9% | -122.1% | -98.3% |
| YTD | -98.0% | +59.6% | -157.7% | -98.2% |
| 1Y | -100.0% | +79.4% | -179.4% | -100.0% |
| 3Y | -100.0% | +269.4% | -369.4% | -100.0% |
| All | -100.0% | +260.3% | -360.3% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 3y: compounded portfolio wealth divided by compounded TRGP 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…
3y analysis · Full analysis span regression · 6 months rolling