-100.0%
VIVK vs TXT
+362.9%
-462.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -0.4% | -11.9% | -12.2% |
| 7D | -1.4% | -4.8% | +3.4% | -0.3% |
| 30D | -43.6% | -10.6% | -33.0% | -42.2% |
| 3M | -95.1% | -13.2% | -82.0% | -95.0% |
| 6M | -98.2% | -20.3% | -77.8% | -98.1% |
| YTD | -97.9% | -9.3% | -88.7% | -97.9% |
| 1Y | -100.0% | -2.7% | -97.3% | -100.0% |
| 3Y | -100.0% | +1.4% | -101.4% | -100.0% |
| 5Y | -100.0% | +9.6% | -109.6% | -100.0% |
| 10Y | -100.0% | +94.9% | -194.9% | -100.0% |
| All | -100.0% | +362.9% | -462.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling