+123.2%
TD vs VICR
+178.2%
-55.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +4.0% | +1.0% |
| 7D | -2.6% | -0.4% | -2.2% | -2.6% |
| 30D | -1.0% | -15.6% | +14.6% | 0.0% |
| 3M | +5.6% | -35.4% | +41.0% | +7.9% |
| 6M | +27.1% | +1.3% | +25.8% | +24.6% |
| YTD | +29.4% | +62.5% | -33.1% | +22.9% |
| 1Y | +60.7% | +255.5% | -194.8% | +44.7% |
| All | +123.2% | +178.2% | -55.1% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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