-17.4%
TOST vs VICR
+272.1%
-289.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | 0.0% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | -2.4% | -13.9% | +11.5% | -2.4% |
| 3M | +34.6% | -38.4% | +73.0% | +35.3% |
| 6M | +15.2% | -7.2% | +22.4% | +11.3% |
| YTD | -4.4% | +72.0% | -76.4% | -15.2% |
| 1Y | -17.4% | +263.3% | -280.7% | -33.3% |
| All | -17.4% | +272.1% | -289.5% | -33.3% |
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