-56.8%
TSLL vs VICR
+100.4%
-157.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +8.7% | -0.1% | +5.1% |
| 7D | -21.2% | -23.1% | +1.9% | -12.0% |
| 30D | -13.3% | -48.1% | +34.8% | +11.7% |
| 3M | +15.4% | -32.8% | +48.2% | +29.2% |
| 6M | -34.2% | -47.6% | +13.4% | -20.7% |
| YTD | -52.9% | +34.0% | -86.9% | -63.7% |
| 1Y | -54.3% | +65.0% | -119.3% | -67.9% |
| 3Y | -18.4% | +277.1% | -295.5% | -60.3% |
| All | -56.8% | +100.4% | -157.2% | -76.9% |
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