-44.5%
TOST vs VICR
+14.3%
-58.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +8.7% | -10.1% | -3.1% |
| 7D | +9.4% | -23.1% | +32.6% | +14.3% |
| 30D | +13.5% | -48.1% | +61.5% | +26.8% |
| 3M | -0.1% | -32.8% | +32.7% | +3.4% |
| 6M | +22.5% | -47.6% | +70.1% | +27.1% |
| YTD | -2.4% | +34.0% | -36.4% | -26.0% |
| 1Y | -4.7% | +65.0% | -69.7% | -32.3% |
| 3Y | +103.2% | +277.1% | -173.9% | -2.8% |
| 5Y | -41.2% | -5.3% | -35.9% | -59.3% |
| All | -44.5% | +14.3% | -58.9% | -64.7% |
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 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