+43.1%
TJX vs VICR
+209.3%
-166.2%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -0.5% |
| 7D | -4.6% | +5.0% | -9.6% | -4.7% |
| 30D | -17.2% | -12.5% | -4.7% | -17.0% |
| 3M | -24.9% | -33.6% | +8.7% | -24.6% |
| 6M | -19.7% | +10.7% | -30.3% | -21.2% |
| YTD | -17.2% | +80.6% | -97.8% | -20.3% |
| 1Y | -9.4% | +288.4% | -297.8% | -15.8% |
| 3Y | +43.1% | +213.8% | -170.7% | +31.7% |
| All | +43.1% | +209.3% | -166.2% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling