-33.5%
TEM vs VICR
+293.8%
-327.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +11.2% | -10.7% | -0.7% |
| 7D | -8.7% | +5.0% | -13.6% | -9.2% |
| 30D | +8.1% | -12.5% | +20.5% | +8.8% |
| 3M | +19.0% | -33.6% | +52.6% | +22.0% |
| 6M | +12.0% | +10.7% | +1.3% | +4.5% |
| YTD | -0.1% | +80.6% | -80.6% | -12.7% |
| 1Y | -33.5% | +288.4% | -321.9% | -42.7% |
| All | -33.5% | +293.8% | -327.3% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling