-100.0%
VIVK vs TXT
+8.5%
-108.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -0.8% | -6.7% | -7.3% |
| 7D | -57.7% | +0.1% | -57.8% | -57.8% |
| 30D | -87.3% | +13.3% | -100.6% | -87.7% |
| 3M | -98.9% | -5.0% | -93.9% | -98.9% |
| 6M | -100.0% | -8.4% | -91.5% | -100.0% |
| YTD | -100.0% | -4.0% | -96.0% | -100.0% |
| 1Y | -100.0% | +2.8% | -102.8% | -100.0% |
| 3Y | -100.0% | +10.3% | -110.3% | -100.0% |
| All | -100.0% | +8.5% | -108.5% | -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 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