+228.8%
VIK vs TXT
-6.2%
+235.0%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.6% | +0.5% |
| 7D | -3.0% | -4.8% | +1.7% | +0.1% |
| 30D | -20.7% | -10.6% | -10.1% | -14.9% |
| 3M | -4.6% | -13.2% | +8.5% | +3.4% |
| 6M | +14.0% | -20.3% | +34.3% | +31.2% |
| YTD | +20.2% | -9.3% | +29.4% | +24.8% |
| 1Y | +36.0% | -2.7% | +38.7% | +33.4% |
| All | +228.8% | -6.2% | +235.0% | +210.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling