-100.0%
VIVK vs TXT
+14.1%
-114.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.3% | -9.7% | -8.0% |
| 7D | -4.4% | +2.5% | -6.8% | -5.0% |
| 30D | -40.8% | -8.9% | -32.0% | -39.3% |
| 3M | -94.1% | -13.6% | -80.6% | -93.9% |
| 6M | -98.2% | -13.1% | -85.1% | -98.1% |
| YTD | -98.0% | -7.0% | -91.0% | -98.0% |
| 1Y | -100.0% | -1.4% | -98.6% | -100.0% |
| 3Y | -100.0% | +7.0% | -106.9% | -100.0% |
| All | -100.0% | +14.1% | -114.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling