+99.7%
TXN vs VIVK
-100.0%
+199.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -27.5% | +27.1% | -0.4% |
| 7D | +1.0% | -68.7% | +69.7% | +0.8% |
| 30D | +6.1% | -90.0% | +96.2% | +5.5% |
| 3M | +10.4% | -98.1% | +108.4% | +8.7% |
| 6M | +12.6% | -99.9% | +112.5% | +9.6% |
| YTD | +83.5% | -99.9% | +183.4% | +78.4% |
| 1Y | +99.7% | -100.0% | +199.7% | +108.8% |
| All | +99.7% | -100.0% | +199.7% | +108.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK 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 VIVK 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