-100.0%
VIVK vs TXT
+5.5%
-105.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.4% | -6.8% | -6.5% |
| 7D | -7.9% | +0.8% | -8.7% | -8.1% |
| 30D | -42.0% | -10.4% | -31.5% | -39.6% |
| 3M | -92.5% | -14.3% | -78.2% | -92.1% |
| 6M | -98.0% | -15.1% | -82.9% | -97.9% |
| YTD | -97.9% | -8.3% | -89.6% | -97.8% |
| 1Y | -100.0% | -0.7% | -99.3% | -100.0% |
| All | -100.0% | +5.5% | -105.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling