-68.7%
TMF vs VICR
+3,374.3%
-3,443.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | +0.8% |
| 7D | -1.4% | +0.4% | -1.9% | -1.4% |
| 30D | -2.8% | -13.9% | +11.1% | -3.9% |
| 3M | -10.9% | -38.4% | +27.5% | -13.9% |
| 6M | -21.3% | -7.2% | -14.1% | -20.0% |
| YTD | -15.9% | +72.0% | -87.9% | -8.4% |
| 1Y | -15.7% | +263.3% | -279.0% | +0.2% |
| 3Y | -43.4% | +173.3% | -216.6% | -33.0% |
| 5Y | -87.8% | +47.3% | -135.1% | -86.5% |
| 10Y | -86.7% | +1,495.2% | -1,581.9% | -69.8% |
| All | -68.7% | +3,374.3% | -3,443.0% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling