+215.6%
TRU vs VICR
+1,260.2%
-1,044.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.4% |
| 7D | -9.4% | -0.4% | -9.0% | -9.4% |
| 30D | -4.1% | -15.6% | +11.5% | -2.2% |
| 3M | +13.6% | -35.4% | +49.0% | +18.1% |
| 6M | +3.6% | +1.3% | +2.3% | -4.0% |
| YTD | -9.8% | +62.5% | -72.3% | -24.8% |
| 1Y | -13.6% | +255.5% | -269.1% | -39.3% |
| 3Y | -2.0% | +182.0% | -183.9% | -32.3% |
| 5Y | -35.8% | +42.9% | -78.7% | -53.9% |
| 10Y | +142.9% | +1,494.0% | -1,351.1% | +9.8% |
| All | +215.6% | +1,260.2% | -1,044.6% | +48.6% |
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 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