+181.2%
TSCO vs VICR
+1,679.8%
-1,498.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.7% | -2.5% |
| 7D | -5.7% | +5.0% | -10.6% | -6.1% |
| 30D | -8.8% | -12.5% | +3.7% | -8.0% |
| 3M | +6.3% | -33.6% | +39.9% | +9.0% |
| 6M | -32.3% | +10.7% | -42.9% | -35.5% |
| YTD | -32.7% | +80.6% | -113.3% | -39.9% |
| 1Y | -43.7% | +288.4% | -332.0% | -54.5% |
| 3Y | -19.7% | +213.8% | -233.5% | -36.7% |
| 5Y | -11.6% | +58.8% | -70.5% | -28.2% |
| All | +181.2% | +1,679.8% | -1,498.5% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling