+68.7%
TENB vs VICR
+76.0%
-7.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -11.1% | +11.8% | +0.9% |
| 7D | -2.8% | -26.6% | +23.7% | -2.3% |
| 30D | +22.9% | -47.9% | +70.9% | +23.4% |
| 3M | +31.7% | -29.8% | +61.5% | +32.6% |
| 6M | +127.3% | -36.6% | +163.9% | +128.8% |
| YTD | +101.2% | +45.1% | +56.1% | +95.0% |
| 1Y | +68.7% | +80.0% | -11.3% | +59.6% |
| All | +68.7% | +76.0% | -7.3% | +59.6% |
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