-16.7%
TRI vs VICR
+76.0%
-92.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -11.1% | +17.5% | +4.5% |
| 7D | +1.0% | -26.6% | +27.6% | -3.6% |
| 30D | +20.8% | -47.9% | +68.7% | +10.2% |
| 3M | +8.1% | -29.8% | +37.9% | +4.8% |
| 6M | +24.2% | -36.6% | +60.8% | +19.9% |
| YTD | -7.8% | +45.1% | -52.9% | -11.3% |
| 1Y | -16.7% | +80.0% | -96.7% | -20.4% |
| All | -16.7% | +76.0% | -92.6% | -20.4% |
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