+12,772.9%
TDG vs VICR
+907.1%
+11,865.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.7% |
| 7D | -2.7% | -0.4% | -2.3% | -2.7% |
| 30D | -9.3% | -15.6% | +6.3% | -6.9% |
| 3M | -7.1% | -35.4% | +28.3% | -1.9% |
| 6M | -11.2% | +1.3% | -12.4% | -16.7% |
| YTD | -15.3% | +62.5% | -77.7% | -28.4% |
| 1Y | -12.5% | +255.5% | -267.9% | -38.0% |
| 3Y | +51.2% | +182.0% | -130.8% | +3.0% |
| 5Y | +126.1% | +42.9% | +83.2% | +60.2% |
| 10Y | +536.2% | +1,494.0% | -957.8% | +132.3% |
| All | +12,772.9% | +907.1% | +11,865.7% | +3,352.8% |
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