+41.0%
TDY vs VICR
+57.6%
-16.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.2% | -9.9% | +0.2% |
| 7D | -1.1% | +5.0% | -6.1% | -1.6% |
| 30D | -12.0% | -12.5% | +0.4% | -11.1% |
| 3M | -3.2% | -33.6% | +30.4% | -0.4% |
| 6M | -7.9% | +10.7% | -18.5% | -10.7% |
| YTD | +18.2% | +80.6% | -62.4% | +9.4% |
| 1Y | +6.7% | +288.4% | -281.7% | -8.6% |
| 3Y | +47.5% | +213.8% | -166.2% | +23.5% |
| All | +41.0% | +57.6% | -16.6% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling