+103.2%
TOST vs VICR
+262.0%
-158.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -2.2% |
| 7D | +9.4% | -23.1% | +32.6% | +11.7% |
| 30D | +13.5% | -48.1% | +61.5% | +19.9% |
| 3M | -0.1% | -32.8% | +32.7% | +1.5% |
| 6M | +22.5% | -47.6% | +70.1% | +24.7% |
| YTD | -2.4% | +34.0% | -36.4% | -20.3% |
| 1Y | -4.7% | +65.0% | -69.7% | -25.9% |
| 3Y | +103.2% | +277.1% | -173.9% | +5.7% |
| All | +103.2% | +262.0% | -158.8% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling