-22.5%
TMF vs VICR
+263.7%
-286.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.9% | +3.2% | -1.5% |
| 7D | -0.9% | +1.3% | -2.1% | -0.9% |
| 30D | -1.0% | -11.9% | +11.0% | -0.9% |
| 3M | -11.3% | -35.1% | +23.9% | -10.6% |
| 6M | -22.7% | +8.1% | -30.9% | -22.9% |
| YTD | -17.3% | +67.8% | -85.1% | -16.5% |
| 1Y | -22.5% | +267.3% | -289.8% | -18.0% |
| All | -22.5% | +263.7% | -286.1% | -18.0% |
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