+537.0%
TDG vs VICR
+1,679.8%
-1,142.8%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -10.0% | -0.4% |
| 7D | -1.9% | +5.0% | -6.8% | -2.6% |
| 30D | -7.7% | -12.5% | +4.8% | -6.3% |
| 3M | -9.3% | -33.6% | +24.3% | -5.8% |
| 6M | -9.4% | +10.7% | -20.0% | -15.1% |
| YTD | -14.3% | +80.6% | -94.8% | -26.5% |
| 1Y | -11.8% | +288.4% | -300.2% | -34.5% |
| 3Y | +52.0% | +213.8% | -161.8% | +9.2% |
| 5Y | +128.8% | +58.8% | +70.0% | +72.1% |
| All | +537.0% | +1,679.8% | -1,142.8% | +180.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling