+25.8%
TMO vs VICR
+272.1%
-246.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +5.5% | -6.2% | -0.9% |
| 7D | -1.4% | +0.4% | -1.8% | -1.4% |
| 30D | +6.2% | -13.9% | +20.2% | +6.5% |
| 3M | +27.5% | -38.4% | +65.9% | +28.4% |
| 6M | +20.0% | -7.2% | +27.2% | +14.8% |
| YTD | +6.1% | +72.0% | -65.9% | -4.7% |
| 1Y | +25.8% | +263.3% | -237.4% | +6.3% |
| All | +25.8% | +272.1% | -246.3% | +6.3% |
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