+95.6%
TFC vs VICR
+1,679.8%
-1,584.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.0% | -1.5% |
| 7D | -2.4% | +5.0% | -7.4% | -3.3% |
| 30D | -3.4% | -12.5% | +9.1% | -1.9% |
| 3M | +0.4% | -33.6% | +34.0% | +4.5% |
| 6M | +12.7% | +10.7% | +2.0% | +4.8% |
| YTD | +5.6% | +80.6% | -75.0% | -10.6% |
| 1Y | +16.0% | +288.4% | -272.3% | -15.6% |
| 3Y | +94.0% | +213.8% | -119.8% | +37.4% |
| 5Y | +16.2% | +58.8% | -42.7% | -14.4% |
| All | +95.6% | +1,679.8% | -1,584.2% | -16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling