-16.7%
TLN vs VICR
+272.1%
-288.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.7% | +2.7% |
| 7D | +7.1% | +0.4% | +6.6% | +6.9% |
| 30D | -3.9% | -13.9% | +10.0% | -1.4% |
| 3M | -16.2% | -38.4% | +22.3% | -10.0% |
| 6M | -5.8% | -7.2% | +1.4% | -7.4% |
| YTD | -15.4% | +72.0% | -87.5% | -21.5% |
| 1Y | -16.7% | +263.3% | -280.0% | -28.5% |
| All | -16.7% | +272.1% | -288.8% | -28.5% |
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 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