+283.6%
TJX vs VICR
+1,679.8%
-1,396.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -1.3% |
| 7D | -4.6% | +5.0% | -9.6% | -5.1% |
| 30D | -17.2% | -12.5% | -4.7% | -16.4% |
| 3M | -24.9% | -33.6% | +8.7% | -23.1% |
| 6M | -19.7% | +10.7% | -30.3% | -23.4% |
| YTD | -17.2% | +80.6% | -97.8% | -25.7% |
| 1Y | -9.4% | +288.4% | -297.8% | -26.3% |
| 3Y | +43.1% | +213.8% | -170.7% | +13.5% |
| 5Y | +96.7% | +58.8% | +37.9% | +61.3% |
| All | +283.6% | +1,679.8% | -1,396.1% | +111.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling