+293.7%
TMUS vs VICR
+1,631.2%
-1,337.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | -0.2% |
| 7D | +4.9% | +8.3% | -3.4% | +3.7% |
| 30D | +7.7% | -35.2% | +42.9% | +12.8% |
| 3M | -6.8% | -29.8% | +23.0% | -5.0% |
| 6M | -9.7% | -48.6% | +38.9% | -6.5% |
| YTD | -15.0% | +45.1% | -60.1% | -28.5% |
| 1Y | -19.1% | +79.6% | -98.7% | -34.6% |
| 3Y | +21.4% | +335.4% | -314.0% | -24.6% |
| 5Y | +51.2% | -1.0% | +52.2% | +13.6% |
| 10Y | +240.2% | +993.1% | -752.9% | +18.3% |
| All | +293.7% | +1,631.2% | -1,337.5% | -5.1% |
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