+1,282.5%
TSEM vs VICR
+1,679.8%
-397.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +11.2% | -9.5% | -1.4% |
| 7D | -4.9% | +5.0% | -9.8% | -6.3% |
| 30D | -18.7% | -12.5% | -6.3% | -15.9% |
| 3M | -18.1% | -33.6% | +15.5% | -8.8% |
| 6M | +77.1% | +10.7% | +66.4% | +71.5% |
| YTD | +80.1% | +80.6% | -0.4% | +54.5% |
| 1Y | +220.4% | +288.4% | -68.0% | +126.5% |
| 3Y | +650.1% | +213.8% | +436.3% | +423.2% |
| 5Y | +628.9% | +58.8% | +570.0% | +442.2% |
| All | +1,282.5% | +1,679.8% | -397.3% | +503.3% |
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