-97.2%
TSLQ vs VICR
+255.4%
-352.6%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | -1.6% |
| 7D | -8.0% | +1.3% | -9.3% | -7.7% |
| 30D | -23.8% | -11.9% | -11.8% | -26.9% |
| 3M | -7.0% | -35.1% | +28.1% | -16.0% |
| 6M | -17.1% | +8.1% | -25.2% | -3.0% |
| YTD | +0.1% | +67.8% | -67.7% | +40.1% |
| 1Y | -51.2% | +267.3% | -318.5% | -4.9% |
| 3Y | -95.9% | +191.2% | -287.1% | -90.3% |
| All | -97.2% | +255.4% | -352.6% | -92.6% |
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 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