-19.2%
TRI vs VICR
+209.3%
-228.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.4% | +2.1% |
| 7D | -7.9% | +5.0% | -12.8% | -7.7% |
| 30D | -4.5% | -12.5% | +8.0% | -4.8% |
| 3M | +22.1% | -33.6% | +55.7% | +21.3% |
| 6M | -2.8% | +10.7% | -13.4% | -5.5% |
| YTD | -23.4% | +80.6% | -104.0% | -28.0% |
| 1Y | -41.5% | +288.4% | -329.9% | -47.8% |
| 3Y | -19.2% | +213.8% | -233.0% | -29.5% |
| All | -19.2% | +209.3% | -228.5% | -29.5% |
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