+45.8%
TNA vs VICR
+293.8%
-248.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -2.2% |
| 7D | -7.3% | +5.0% | -12.2% | -8.7% |
| 30D | -14.2% | -12.5% | -1.7% | -11.4% |
| 3M | -4.6% | -33.6% | +29.0% | +4.1% |
| 6M | +36.9% | +10.7% | +26.3% | +21.5% |
| YTD | +42.5% | +80.6% | -38.0% | +14.2% |
| 1Y | +45.8% | +288.4% | -242.6% | -2.5% |
| All | +45.8% | +293.8% | -248.0% | -2.5% |
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