-21.2%
TMUS vs VICR
+76.0%
-97.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -11.1% | +14.2% | +1.8% |
| 7D | +7.5% | -26.6% | +34.1% | +4.2% |
| 30D | -3.3% | -47.9% | +44.6% | -9.2% |
| 3M | -9.7% | -29.8% | +20.1% | -11.7% |
| 6M | -17.2% | -36.6% | +19.4% | -18.7% |
| YTD | -20.3% | +45.1% | -65.5% | -17.3% |
| 1Y | -21.2% | +80.0% | -101.2% | -17.2% |
| All | -21.2% | +76.0% | -97.2% | -17.2% |
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