+7,925.1%
TMO vs VICR
+12,634.7%
-4,709.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -0.4% |
| 7D | -0.6% | +5.0% | -5.6% | -1.4% |
| 30D | +1.1% | -12.5% | +13.6% | +2.5% |
| 3M | +28.3% | -33.6% | +61.9% | +33.1% |
| 6M | +23.3% | +10.7% | +12.6% | +15.9% |
| YTD | +5.5% | +80.6% | -75.1% | -8.4% |
| 1Y | +24.5% | +288.4% | -263.8% | -4.5% |
| 3Y | +19.6% | +213.8% | -194.2% | -10.6% |
| 5Y | +8.1% | +58.8% | -50.7% | -16.8% |
| 10Y | +336.7% | +1,671.8% | -1,335.1% | +116.7% |
| All | +7,925.1% | +12,634.7% | -4,709.6% | +2,295.6% |
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 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