+578.5%
TLN vs VICR
+336.6%
+241.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.4% | +0.7% | -2.0% |
| 7D | +11.0% | +8.3% | +2.7% | +9.0% |
| 30D | +4.9% | -35.2% | +40.1% | +14.3% |
| 3M | +4.9% | -29.8% | +34.7% | +10.8% |
| 6M | +7.1% | -48.6% | +55.7% | +18.3% |
| YTD | +0.3% | +45.1% | -44.8% | -14.2% |
| 1Y | +5.9% | +79.6% | -73.6% | -13.8% |
| 3Y | +578.5% | +335.4% | +243.1% | +346.6% |
| All | +578.5% | +336.6% | +241.9% | +346.6% |
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