+482.8%
TLN vs VICR
+187.3%
+295.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -0.8% |
| 7D | +5.8% | +1.3% | +4.6% | +5.6% |
| 30D | -6.9% | -11.9% | +5.1% | -4.7% |
| 3M | -10.9% | -35.1% | +24.2% | -4.1% |
| 6M | -4.6% | +8.1% | -12.7% | -9.8% |
| YTD | -14.7% | +67.8% | -82.5% | -26.9% |
| 1Y | -17.9% | +267.3% | -285.2% | -41.8% |
| All | +482.8% | +187.3% | +295.5% | +293.9% |
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 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