+64.3%
TXN vs VIK
+225.1%
-160.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.2% | +2.6% | +3.4% |
| 7D | +4.0% | -0.9% | +4.9% | +4.3% |
| 30D | -2.9% | -18.4% | +15.6% | +4.3% |
| 3M | -9.1% | -8.8% | -0.3% | -6.7% |
| 6M | +36.6% | +17.1% | +19.5% | +26.2% |
| YTD | +57.5% | +19.0% | +38.4% | +43.7% |
| 1Y | +49.5% | +30.1% | +19.4% | +30.9% |
| All | +64.3% | +225.1% | -160.8% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 5y: compounded portfolio wealth divided by compounded VIK 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…
5y analysis · Full analysis span regression · 6 months rolling