+587.5%
TLN vs VICR
+217.0%
+370.4%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.9% | +3.0% | -1.0% |
| 7D | +5.8% | +1.3% | +4.6% | +5.6% |
| 30D | -6.9% | -11.9% | +5.1% | -5.0% |
| 3M | -10.9% | -35.1% | +24.2% | -5.3% |
| 6M | -4.6% | +8.1% | -12.7% | -8.2% |
| YTD | -14.7% | +67.8% | -82.5% | -23.7% |
| 1Y | -17.9% | +267.3% | -285.2% | -35.8% |
| 3Y | +483.9% | +191.2% | +292.7% | +347.6% |
| All | +587.5% | +217.0% | +370.4% | +430.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling