-42.3%
TMF vs VICR
+201.6%
-243.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.2% |
| 7D | +1.0% | +9.8% | -8.9% | +0.5% |
| 30D | -1.8% | -12.6% | +10.8% | -1.4% |
| 3M | -8.2% | -29.7% | +21.5% | -7.3% |
| 6M | -19.5% | +18.8% | -38.3% | -21.2% |
| YTD | -16.0% | +76.4% | -92.3% | -19.6% |
| 1Y | -22.5% | +282.4% | -304.9% | -29.3% |
| 3Y | -42.3% | +206.2% | -248.4% | -46.6% |
| All | -42.3% | +201.6% | -243.9% | -46.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling