+93.0%
TFC vs VICR
+187.3%
-94.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.3% |
| 7D | -1.3% | +1.3% | -2.6% | -1.5% |
| 30D | -2.3% | -11.9% | +9.6% | -1.4% |
| 3M | +2.5% | -35.1% | +37.6% | +5.3% |
| 6M | +9.5% | +8.1% | +1.3% | +3.2% |
| YTD | +5.1% | +67.8% | -62.7% | -7.4% |
| 1Y | +15.5% | +267.3% | -251.8% | -10.6% |
| All | +93.0% | +187.3% | -94.3% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling