+505.0%
TRI vs VICR
+2,500.4%
-1,995.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.2% | +1.9% | -1.0% |
| 7D | -14.4% | -0.4% | -14.0% | -14.4% |
| 30D | -8.1% | -15.6% | +7.5% | -6.9% |
| 3M | +17.5% | -35.4% | +52.9% | +20.5% |
| 6M | -5.0% | +1.3% | -6.2% | -10.4% |
| YTD | -24.7% | +62.5% | -87.2% | -33.9% |
| 1Y | -41.5% | +255.5% | -297.0% | -54.3% |
| 3Y | -20.3% | +182.0% | -202.3% | -39.4% |
| 5Y | -10.9% | +42.9% | -53.8% | -30.7% |
| 10Y | +190.6% | +1,494.0% | -1,303.4% | +38.9% |
| All | +505.0% | +2,500.4% | -1,995.4% | +106.5% |
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 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