-24.3%
TMF vs VICR
+76.0%
-100.2%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -11.1% | +13.6% | +2.6% |
| 7D | +4.0% | -26.6% | +30.6% | +4.6% |
| 30D | +19.5% | -47.9% | +67.4% | +21.5% |
| 3M | -3.5% | -29.8% | +26.2% | -3.8% |
| 6M | -10.6% | -36.6% | +26.0% | -11.3% |
| YTD | -17.1% | +45.1% | -62.2% | -18.3% |
| 1Y | -24.3% | +80.0% | -104.3% | -23.6% |
| All | -24.3% | +76.0% | -100.2% | -23.6% |
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 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