+47,655.7%
TSCO vs VICR
+1,570.8%
+46,085.0%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.0% |
| 7D | -3.1% | -0.4% | -2.7% | -3.1% |
| 30D | -4.4% | -15.6% | +11.2% | -2.7% |
| 3M | +9.7% | -35.4% | +45.1% | +14.0% |
| 6M | -32.4% | +1.3% | -33.7% | -35.6% |
| YTD | -31.7% | +62.5% | -94.1% | -39.5% |
| 1Y | -41.3% | +255.5% | -296.7% | -54.0% |
| 3Y | -18.3% | +182.0% | -200.3% | -37.6% |
| 5Y | -10.3% | +42.9% | -53.2% | -29.8% |
| 10Y | +188.5% | +1,494.0% | -1,305.5% | +46.3% |
| All | +47,655.7% | +1,570.8% | +46,085.0% | +12,284.7% |
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 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