-25.1%
TGT vs VICR
+57.6%
-82.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.2% | -11.1% | -0.7% |
| 7D | -5.2% | +5.0% | -10.2% | -5.6% |
| 30D | +1.2% | -12.5% | +13.7% | +1.8% |
| 3M | +18.4% | -33.6% | +52.0% | +20.5% |
| 6M | +33.4% | +10.7% | +22.8% | +27.7% |
| YTD | +63.8% | +80.6% | -16.8% | +48.2% |
| 1Y | +77.2% | +288.4% | -211.2% | +47.0% |
| 3Y | +41.8% | +213.8% | -172.0% | +15.1% |
| All | -25.1% | +57.6% | -82.7% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling