+21.3%
TFC vs VICR
+76.0%
-54.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -11.1% | +14.1% | +3.1% |
| 7D | +5.1% | -26.6% | +31.6% | +5.5% |
| 30D | +9.8% | -47.9% | +57.7% | +11.1% |
| 3M | -2.4% | -29.8% | +27.3% | -2.3% |
| 6M | +4.9% | -36.6% | +41.6% | +3.3% |
| YTD | +6.6% | +45.1% | -38.6% | -4.1% |
| 1Y | +21.3% | +80.0% | -58.7% | +6.8% |
| All | +21.3% | +76.0% | -54.7% | +6.8% |
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