+65.1%
TNA vs VICR
+272.1%
-207.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -0.9% |
| 7D | -0.1% | +0.4% | -0.5% | -0.3% |
| 30D | -4.9% | -13.9% | +9.0% | -1.3% |
| 3M | +0.4% | -38.4% | +38.8% | +12.5% |
| 6M | +32.5% | -7.2% | +39.7% | +23.5% |
| YTD | +53.7% | +72.0% | -18.3% | +25.2% |
| 1Y | +65.1% | +263.3% | -198.2% | +12.9% |
| All | +65.1% | +272.1% | -207.0% | +12.9% |
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