+3.2%
TJX vs VICR
+76.0%
-72.8%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -11.1% | +16.3% | +4.9% |
| 7D | +4.6% | -26.6% | +31.2% | +3.9% |
| 30D | +7.7% | -47.9% | +55.7% | +6.7% |
| 3M | -7.8% | -29.8% | +21.9% | -8.4% |
| 6M | -5.8% | -36.6% | +30.8% | -7.3% |
| YTD | -4.9% | +45.1% | -50.0% | -9.0% |
| 1Y | +3.2% | +80.0% | -76.9% | -2.8% |
| All | +3.2% | +76.0% | -72.8% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling