+2,527.5%
TFC vs VICR
+12,032.4%
-9,505.0%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.7% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -1.3% | -13.9% | +12.6% | +0.6% |
| 3M | +6.1% | -38.4% | +44.5% | +11.6% |
| 6M | +7.3% | -7.2% | +14.5% | +3.4% |
| YTD | +8.2% | +72.0% | -63.8% | -6.1% |
| 1Y | +14.4% | +263.3% | -248.9% | -13.1% |
| 3Y | +93.7% | +173.3% | -79.5% | +45.5% |
| 5Y | +16.4% | +47.3% | -30.9% | -10.7% |
| 10Y | +101.6% | +1,495.2% | -1,393.6% | -0.4% |
| All | +2,527.5% | +12,032.4% | -9,505.0% | +827.5% |
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