+5,447.4%
TGT vs VICR
+11,356.8%
-5,909.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.2% | +2.0% | -0.7% |
| 7D | -5.0% | -0.4% | -4.7% | -5.0% |
| 30D | +3.0% | -15.6% | +18.6% | +4.8% |
| 3M | +22.6% | -35.4% | +58.0% | +26.9% |
| 6M | +31.2% | +1.3% | +29.9% | +25.3% |
| YTD | +63.7% | +62.5% | +1.2% | +45.4% |
| 1Y | +78.5% | +255.5% | -177.0% | +41.1% |
| 3Y | +40.5% | +182.0% | -141.5% | +8.4% |
| 5Y | -25.6% | +42.9% | -68.5% | -41.0% |
| 10Y | +204.7% | +1,494.0% | -1,289.3% | +60.2% |
| All | +5,447.4% | +11,356.8% | -5,909.4% | +1,614.9% |
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