-100.0%
VIVK vs TXT
0.0%
-100.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.3% | -9.7% | -8.5% |
| 7D | -4.4% | +2.4% | -6.8% | -5.6% |
| 30D | -40.8% | -8.9% | -31.9% | -38.0% |
| 3M | -94.1% | -13.6% | -80.6% | -93.7% |
| 6M | -98.2% | -13.1% | -85.1% | -98.1% |
| YTD | -98.0% | -7.0% | -91.0% | -97.9% |
| 1Y | -100.0% | -1.4% | -98.5% | -100.0% |
| All | -100.0% | 0.0% | -100.0% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling