+1,757.2%
TSM vs VICR
+1,501.2%
+256.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.5% | -1.0% |
| 7D | +2.6% | -0.4% | +3.0% | +2.7% |
| 30D | +1.4% | -15.6% | +17.0% | +4.9% |
| 3M | +5.0% | -35.4% | +40.3% | +13.9% |
| 6M | +24.0% | +1.3% | +22.7% | +18.0% |
| YTD | +41.6% | +62.5% | -20.9% | +19.5% |
| 1Y | +66.2% | +255.5% | -189.3% | +14.7% |
| 3Y | +398.2% | +182.0% | +216.2% | +237.9% |
| 5Y | +277.6% | +42.9% | +234.7% | +169.8% |
| All | +1,757.2% | +1,501.2% | +256.0% | +757.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling