-81.9%
TMF vs VICR
+1,016.5%
-1,098.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.0% | -2.4% | -4.5% |
| 7D | -8.2% | +21.9% | -30.1% | -7.9% |
| 30D | +5.3% | -38.4% | +43.7% | +4.8% |
| 3M | -8.5% | -27.2% | +18.7% | -8.8% |
| 6M | -17.2% | -43.7% | +26.5% | -17.6% |
| YTD | -23.4% | +50.3% | -73.7% | -22.1% |
| 1Y | -30.2% | +74.6% | -104.8% | -28.8% |
| 3Y | -32.9% | +351.2% | -384.1% | -29.1% |
| 5Y | -88.5% | +2.5% | -91.0% | -89.1% |
| All | -81.9% | +1,016.5% | -1,098.4% | -75.8% |
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 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