-100.0%
VIVK vs TXG
+406.9%
-506.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -27.5% | +3.4% | -30.9% | -29.0% |
| 7D | -68.7% | -19.3% | -49.4% | -64.3% |
| 30D | -90.0% | -30.9% | -59.1% | -88.0% |
| 3M | -98.1% | +41.1% | -139.1% | -98.2% |
| 6M | -99.9% | +211.9% | -311.8% | -99.9% |
| YTD | -99.9% | +314.0% | -413.9% | -100.0% |
| 1Y | -100.0% | +405.4% | -505.4% | -100.0% |
| All | -100.0% | +406.9% | -506.9% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling