+225.9%
VIK vs TXT
-5.2%
+231.2%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.9% | -3.7% |
| 7D | -0.8% | +0.8% | -1.6% | -1.3% |
| 30D | -18.0% | -10.4% | -7.6% | -12.1% |
| 3M | -5.8% | -14.3% | +8.5% | +3.2% |
| 6M | +17.2% | -15.1% | +32.3% | +29.2% |
| YTD | +19.1% | -8.3% | +27.4% | +22.9% |
| 1Y | +33.6% | -0.7% | +34.3% | +29.3% |
| All | +225.9% | -5.2% | +231.2% | +206.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling