+59.7%
TEM vs VICR
+458.1%
-398.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.2% |
| 7D | +3.2% | +9.8% | -6.6% | +0.5% |
| 30D | +23.5% | -12.6% | +36.1% | +26.2% |
| 3M | +32.3% | -29.7% | +62.0% | +40.0% |
| 6M | +23.0% | +18.8% | +4.2% | +1.2% |
| YTD | +8.9% | +76.4% | -67.5% | -26.6% |
| 1Y | -19.9% | +282.4% | -302.2% | -64.2% |
| All | +59.7% | +458.1% | -398.4% | -49.9% |
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