+225.7%
VIK vs TXT
-3.9%
+229.6%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | -0.3% |
| 7D | -0.9% | +2.5% | -3.4% | -2.5% |
| 30D | -18.4% | -8.9% | -9.6% | -13.5% |
| 3M | -8.8% | -13.6% | +4.8% | -0.6% |
| 6M | +17.1% | -13.1% | +30.2% | +27.2% |
| YTD | +19.0% | -7.0% | +26.1% | +21.7% |
| 1Y | +30.1% | -1.4% | +31.5% | +26.8% |
| All | +225.7% | -3.9% | +229.6% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 10y: compounded portfolio wealth divided by compounded TXT 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…
10y analysis · Full analysis span regression · 6 months rolling