+49.5%
TXN vs VIVK
-100.0%
+149.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.4% | +11.2% | +3.8% |
| 7D | +4.0% | -4.4% | +8.3% | +4.0% |
| 30D | -2.9% | -40.8% | +38.0% | -3.0% |
| 3M | -9.1% | -94.1% | +85.0% | -9.5% |
| 6M | +36.6% | -98.2% | +134.8% | +35.7% |
| YTD | +57.5% | -98.0% | +155.5% | +55.8% |
| 1Y | +49.5% | -100.0% | +149.5% | +53.5% |
| All | +49.5% | -100.0% | +149.5% | +53.5% |
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