+668.9%
TEL vs VICR
+1,522.8%
-853.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.9% | +4.7% | +1.0% |
| 7D | +1.2% | +1.3% | 0.0% | +0.8% |
| 30D | -4.1% | -11.9% | +7.8% | -1.9% |
| 3M | -2.6% | -35.1% | +32.6% | +4.6% |
| 6M | 0.0% | +8.1% | -8.1% | -8.5% |
| YTD | -9.1% | +67.8% | -76.8% | -26.5% |
| 1Y | -0.8% | +267.3% | -268.1% | -35.3% |
| 3Y | +67.4% | +191.2% | -123.8% | +5.6% |
| 5Y | +51.8% | +48.1% | +3.7% | +0.9% |
| 10Y | +299.4% | +1,546.1% | -1,246.7% | +16.7% |
| All | +668.9% | +1,522.8% | -853.9% | +52.5% |
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