+1,550.8%
TXN vs VIVK
-100.0%
+1,650.8%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.1% |
| 7D | +2.0% | -9.5% | +11.4% | +2.0% |
| 30D | -8.0% | -35.1% | +27.1% | -8.0% |
| 3M | -7.8% | -93.4% | +85.6% | -7.7% |
| 6M | +32.4% | -98.0% | +130.4% | +32.6% |
| YTD | +51.7% | -97.9% | +149.5% | +51.8% |
| 1Y | +44.3% | -100.0% | +144.3% | +44.7% |
| 3Y | +71.3% | -100.0% | +171.3% | +71.6% |
| 5Y | +56.4% | -100.0% | +156.4% | +56.7% |
| 10Y | +410.2% | -100.0% | +510.2% | +411.1% |
| All | +1,550.8% | -100.0% | +1,650.8% | +1,552.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling