-29.4%
TSCO vs VICR
+76.0%
-105.3%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -11.1% | +15.4% | +3.6% |
| 7D | +15.7% | -26.6% | +42.3% | +14.2% |
| 30D | +16.4% | -47.9% | +64.4% | +14.1% |
| 3M | +11.2% | -29.8% | +41.0% | +10.0% |
| 6M | +14.9% | -36.6% | +51.6% | +13.2% |
| YTD | -25.4% | +45.1% | -70.6% | -29.0% |
| 1Y | -29.4% | +80.0% | -109.4% | -34.9% |
| All | -29.4% | +76.0% | -105.3% | -34.9% |
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