+97.2%
TJX vs VICR
+57.6%
+39.5%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +11.2% | -11.5% | -0.8% |
| 7D | -4.6% | +5.0% | -9.6% | -4.8% |
| 30D | -17.2% | -12.5% | -4.7% | -16.7% |
| 3M | -24.9% | -33.6% | +8.7% | -24.0% |
| 6M | -19.7% | +10.7% | -30.3% | -22.0% |
| YTD | -17.2% | +80.6% | -97.8% | -22.5% |
| 1Y | -9.4% | +288.4% | -297.8% | -20.1% |
| 3Y | +43.1% | +213.8% | -170.7% | +24.4% |
| All | +97.2% | +57.6% | +39.5% | +73.5% |
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