+38.5%
TNA vs VICR
+76.0%
-37.4%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -11.1% | +15.5% | +7.6% |
| 7D | +2.4% | -26.6% | +29.0% | +11.6% |
| 30D | -0.9% | -47.9% | +47.0% | +18.7% |
| 3M | -19.2% | -29.8% | +10.5% | -14.2% |
| 6M | -0.8% | -36.6% | +35.8% | +1.2% |
| YTD | +33.2% | +45.1% | -11.9% | -16.6% |
| 1Y | +38.5% | +80.0% | -41.5% | -27.7% |
| All | +38.5% | +76.0% | -37.4% | -27.7% |
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