+9.4%
TPR vs VICR
+264.7%
-255.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.9% | +1.6% | -2.9% |
| 7D | -7.3% | +1.3% | -8.6% | -7.4% |
| 30D | -30.7% | -11.9% | -18.8% | -30.2% |
| 3M | -21.6% | -35.1% | +13.5% | -19.4% |
| 6M | -21.3% | +8.1% | -29.5% | -25.8% |
| YTD | -10.2% | +67.8% | -77.9% | -18.4% |
| All | +9.4% | +264.7% | -255.4% | -10.6% |
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