-18.3%
TOST vs VICR
+271.8%
-290.1%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.5% | -4.5% | -2.0% |
| 7D | -0.9% | +9.8% | -10.7% | -1.0% |
| 30D | -3.5% | -12.6% | +9.2% | -3.4% |
| 3M | +38.1% | -29.7% | +67.8% | +38.1% |
| 6M | +9.9% | +18.8% | -8.9% | +4.4% |
| YTD | -6.3% | +76.4% | -82.6% | -16.9% |
| 1Y | -18.3% | +282.4% | -300.7% | -33.7% |
| All | -18.3% | +271.8% | -290.1% | -33.7% |
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