-19.7%
TSCO vs VICR
+209.3%
-228.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.7% | -1.8% |
| 7D | -5.7% | +5.0% | -10.6% | -5.8% |
| 30D | -8.8% | -12.5% | +3.7% | -8.6% |
| 3M | +6.3% | -33.6% | +39.9% | +7.1% |
| 6M | -32.3% | +10.7% | -42.9% | -34.1% |
| YTD | -32.7% | +80.6% | -113.3% | -36.8% |
| 1Y | -43.7% | +288.4% | -332.0% | -50.2% |
| 3Y | -19.7% | +213.8% | -233.5% | -30.8% |
| All | -19.7% | +209.3% | -228.9% | -30.8% |
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 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