+43,055.9%
TJX vs VICR
+11,356.8%
+31,699.1%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.4% | +0.6% |
| 7D | -4.4% | -0.4% | -4.0% | -4.4% |
| 30D | -18.6% | -15.6% | -3.0% | -17.2% |
| 3M | -24.4% | -35.4% | +11.0% | -21.8% |
| 6M | -20.2% | +1.3% | -21.5% | -23.4% |
| YTD | -16.9% | +62.5% | -79.4% | -25.4% |
| 1Y | -8.5% | +255.5% | -264.0% | -26.3% |
| 3Y | +43.7% | +182.0% | -138.3% | +12.9% |
| 5Y | +97.3% | +42.9% | +54.4% | +58.6% |
| 10Y | +289.0% | +1,494.0% | -1,205.0% | +114.6% |
| All | +43,055.9% | +11,356.8% | +31,699.1% | +12,230.5% |
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 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