+253.1%
TSEM vs VICR
+272.1%
-19.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +5.5% | +2.4% | +5.6% |
| 7D | +6.9% | +0.4% | +6.5% | +6.7% |
| 30D | +5.3% | -13.9% | +19.2% | +11.7% |
| 3M | -14.9% | -38.4% | +23.5% | +2.3% |
| 6M | +80.0% | -7.2% | +87.2% | +85.1% |
| YTD | +89.4% | +72.0% | +17.3% | +75.8% |
| 1Y | +253.1% | +263.3% | -10.2% | +198.8% |
| All | +253.1% | +272.1% | -19.0% | +198.8% |
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 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