-24.7%
TMUS vs VICR
+264.7%
-289.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -4.9% | +2.5% | -2.9% |
| 7D | -5.3% | +1.3% | -6.6% | -5.2% |
| 30D | +0.1% | -11.9% | +12.0% | -0.9% |
| 3M | -0.6% | -35.1% | +34.5% | -3.3% |
| 6M | -17.5% | +8.1% | -25.7% | -16.0% |
| YTD | -11.3% | +67.8% | -79.0% | -7.0% |
| All | -24.7% | +264.7% | -289.4% | -16.9% |
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 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