+38.8%
TMUS vs VICR
+201.6%
-162.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | +0.2% |
| 7D | -0.3% | +9.8% | -10.1% | +0.3% |
| 30D | +3.1% | -12.6% | +15.7% | +2.6% |
| 3M | +2.4% | -29.7% | +32.1% | +1.3% |
| 6M | -17.1% | +18.8% | -35.9% | -16.4% |
| YTD | -9.1% | +76.4% | -85.5% | -7.6% |
| 1Y | -23.6% | +282.4% | -306.0% | -21.7% |
| 3Y | +38.8% | +206.2% | -167.3% | +46.4% |
| All | +38.8% | +201.6% | -162.8% | +46.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling