-6.7%
TPG vs VICR
+272.1%
-278.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.5% | -6.6% | -1.4% |
| 7D | -2.4% | +0.4% | -2.9% | -2.5% |
| 30D | +11.1% | -13.9% | +25.0% | +11.9% |
| 3M | +26.3% | -38.4% | +64.7% | +29.0% |
| 6M | +18.3% | -7.2% | +25.6% | +14.0% |
| YTD | -14.4% | +72.0% | -86.5% | -22.5% |
| 1Y | -6.7% | +263.3% | -270.0% | -25.8% |
| All | -6.7% | +272.1% | -278.8% | -25.8% |
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