-23.0%
TNA vs VICR
+57.6%
-80.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +11.2% | -10.1% | -3.8% |
| 7D | -7.3% | +5.0% | -12.2% | -9.5% |
| 30D | -14.2% | -12.5% | -1.7% | -10.2% |
| 3M | -4.6% | -33.6% | +29.0% | +8.1% |
| 6M | +36.9% | +10.7% | +26.3% | +16.4% |
| YTD | +42.5% | +80.6% | -38.0% | -5.6% |
| 1Y | +45.8% | +288.4% | -242.6% | -36.4% |
| 3Y | +104.7% | +213.8% | -109.1% | -11.2% |
| All | -23.0% | +57.6% | -80.7% | -59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling