-10.4%
TSCO vs VICR
+57.6%
-68.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +11.2% | -12.7% | -2.0% |
| 7D | -5.7% | +5.0% | -10.6% | -5.9% |
| 30D | -8.8% | -12.5% | +3.7% | -8.3% |
| 3M | +6.3% | -33.6% | +39.9% | +7.8% |
| 6M | -32.3% | +10.7% | -42.9% | -34.4% |
| YTD | -32.7% | +80.6% | -113.3% | -37.4% |
| 1Y | -43.7% | +288.4% | -332.0% | -51.0% |
| 3Y | -19.7% | +213.8% | -233.5% | -31.5% |
| All | -10.4% | +57.6% | -68.1% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling