-100.0%
VIVK vs TXG
+27.0%
-127.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +3.3% | -10.7% | -7.8% |
| 7D | -4.4% | +9.5% | -13.9% | -5.6% |
| 30D | -40.8% | +18.8% | -59.6% | -42.3% |
| 3M | -94.1% | +136.1% | -230.3% | -94.8% |
| 6M | -98.2% | +235.2% | -333.4% | -98.5% |
| YTD | -98.0% | +320.5% | -418.6% | -98.4% |
| 1Y | -100.0% | +425.2% | -525.2% | -100.0% |
| 3Y | -100.0% | +42.9% | -142.9% | -100.0% |
| 5Y | -100.0% | -62.8% | -37.2% | -100.0% |
| All | -100.0% | +27.0% | -127.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling