+59.7%
VIK vs TXG
+406.9%
-347.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.4% | +2.8% | +5.7% |
| 7D | +5.4% | -19.3% | +24.7% | +8.3% |
| 30D | +12.5% | -30.9% | +43.4% | +17.7% |
| 3M | -15.2% | +41.1% | -56.3% | -22.0% |
| 6M | +15.4% | +211.9% | -196.5% | -12.2% |
| YTD | +27.7% | +314.0% | -286.3% | -6.1% |
| 1Y | +59.7% | +405.4% | -345.7% | +15.5% |
| All | +59.7% | +406.9% | -347.2% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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