-1.5%
TSLQ vs VICR
-31.3%
+29.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | +2.5% | -10.5% | -7.0% |
| 7D | -8.6% | +9.8% | -18.4% | -5.5% |
| 30D | -24.9% | -12.6% | -12.3% | -28.2% |
| 3M | -1.5% | -29.7% | +28.2% | -11.6% |
| All | -1.5% | -31.3% | +29.8% | -11.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling