+7,857.5%
TD vs VICR
+788.5%
+7,069.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.2% |
| 7D | +0.9% | +9.8% | -9.0% | -0.4% |
| 30D | -0.7% | -12.6% | +12.0% | +0.8% |
| 3M | +6.3% | -29.7% | +36.0% | +9.6% |
| 6M | +27.9% | +18.8% | +9.1% | +20.5% |
| YTD | +29.8% | +76.4% | -46.6% | +15.0% |
| 1Y | +63.7% | +282.4% | -218.7% | +29.0% |
| 3Y | +128.3% | +206.2% | -77.8% | +75.1% |
| 5Y | +125.5% | +53.9% | +71.6% | +77.0% |
| 10Y | +296.7% | +1,572.3% | -1,275.6% | +101.4% |
| All | +7,857.5% | +788.5% | +7,069.0% | +2,748.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling