+237.5%
VIK vs TXG
+147.5%
+89.9%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +1.8% |
| 7D | +3.6% | +9.4% | -5.8% | +2.0% |
| 30D | -16.7% | +26.1% | -42.8% | -20.5% |
| 3M | -1.1% | +124.8% | -125.9% | -16.2% |
| 6M | +27.8% | +215.2% | -187.4% | +0.8% |
| YTD | +23.3% | +302.2% | -278.9% | -7.3% |
| 1Y | +38.2% | +370.9% | -332.7% | -0.4% |
| All | +237.5% | +147.5% | +89.9% | +151.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling