+4.2%
TSEM vs VICR
+1,553.6%
-1,549.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -3.2% | -0.8% | -3.2% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | -16.6% | -15.6% | -1.1% | -13.4% |
| 3M | -10.9% | -35.4% | +24.5% | -1.5% |
| 6M | +78.0% | +1.3% | +76.7% | +76.5% |
| YTD | +77.2% | +62.5% | +14.7% | +58.0% |
| 1Y | +207.6% | +255.5% | -47.9% | +129.4% |
| 3Y | +637.8% | +182.0% | +455.8% | +446.7% |
| 5Y | +617.0% | +42.9% | +574.1% | +453.1% |
| 10Y | +1,270.7% | +1,494.0% | -223.3% | +495.0% |
| All | +4.2% | +1,553.6% | -1,549.4% | -70.2% |
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