+225.7%
VIK vs TXG
+158.8%
+66.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.6% |
| 7D | -0.9% | +9.5% | -10.4% | -2.5% |
| 30D | -18.4% | +18.8% | -37.2% | -21.1% |
| 3M | -8.8% | +136.1% | -144.9% | -23.4% |
| 6M | +17.1% | +235.2% | -218.1% | -8.6% |
| YTD | +19.0% | +320.5% | -301.5% | -11.2% |
| 1Y | +30.1% | +425.2% | -395.0% | -8.1% |
| All | +225.7% | +158.8% | +66.9% | +140.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling