+309.3%
TEL vs VICR
+1,679.8%
-1,370.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +11.2% | -7.6% | +1.5% |
| 7D | +1.6% | +5.0% | -3.4% | +0.5% |
| 30D | -0.7% | -12.5% | +11.8% | +1.3% |
| 3M | +2.4% | -33.6% | +36.0% | +8.2% |
| 6M | +4.1% | +10.7% | -6.5% | -3.6% |
| YTD | -5.8% | +80.6% | -86.4% | -22.1% |
| 1Y | +0.9% | +288.4% | -287.5% | -29.8% |
| 3Y | +72.6% | +213.8% | -141.2% | +16.8% |
| 5Y | +57.5% | +58.8% | -1.3% | +12.2% |
| All | +309.3% | +1,679.8% | -1,370.4% | +77.7% |
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