-95.4%
TSLQ vs VICR
+209.3%
-304.7%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +11.2% | -12.2% | +3.8% |
| 7D | -6.6% | +5.0% | -11.6% | -4.3% |
| 30D | -24.3% | -12.5% | -11.8% | -28.2% |
| 3M | -3.6% | -33.6% | +30.0% | -14.8% |
| 6M | -12.0% | +10.7% | -22.6% | +8.2% |
| YTD | +1.4% | +80.6% | -79.2% | +62.4% |
| 1Y | -43.6% | +288.4% | -331.9% | +41.5% |
| 3Y | -95.4% | +213.8% | -309.2% | -84.1% |
| All | -95.4% | +209.3% | -304.7% | -84.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling