-22.6%
TLN vs VICR
+253.2%
-275.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.6% | -1.9% |
| 7D | +2.0% | -0.4% | +2.4% | +2.1% |
| 30D | -12.9% | -15.6% | +2.6% | -10.3% |
| 3M | -7.4% | -35.4% | +27.9% | -1.2% |
| 6M | -6.0% | +1.3% | -7.3% | -8.2% |
| YTD | -16.9% | +62.5% | -79.3% | -22.2% |
| 1Y | -22.6% | +255.5% | -278.1% | -33.9% |
| All | -22.6% | +253.2% | -275.8% | -33.9% |
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