-86.0%
TMF vs VICR
+1,508.7%
-1,594.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.7% |
| 7D | -0.9% | +1.3% | -2.1% | -0.9% |
| 30D | -1.0% | -11.9% | +11.0% | -1.1% |
| 3M | -11.3% | -35.1% | +23.9% | -11.7% |
| 6M | -22.7% | +8.1% | -30.9% | -22.1% |
| YTD | -17.3% | +67.8% | -85.1% | -15.6% |
| 1Y | -22.5% | +267.3% | -289.8% | -19.0% |
| 3Y | -43.2% | +191.2% | -234.4% | -40.9% |
| 5Y | -88.3% | +48.1% | -136.4% | -88.4% |
| 10Y | -86.0% | +1,546.1% | -1,632.1% | -77.6% |
| All | -86.0% | +1,508.7% | -1,594.7% | -77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling