+1,239.7%
TNA vs VICR
+4,005.2%
-2,765.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.7% | -0.9% |
| 7D | -3.6% | +1.3% | -4.9% | -4.6% |
| 30D | -10.1% | -11.9% | +1.9% | -4.2% |
| 3M | +2.7% | -35.1% | +37.8% | +24.3% |
| 6M | +38.4% | +8.1% | +30.3% | +7.5% |
| YTD | +45.4% | +67.8% | -22.3% | -19.8% |
| 1Y | +55.9% | +267.3% | -211.4% | -54.6% |
| 3Y | +109.8% | +191.2% | -81.4% | -40.7% |
| 5Y | -22.5% | +48.1% | -70.6% | -74.0% |
| 10Y | +87.5% | +1,546.1% | -1,458.6% | -92.7% |
| All | +1,239.7% | +4,005.2% | -2,765.5% | -85.6% |
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 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