+12,702.2%
TSM vs VICR
+473.1%
+12,229.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.8% | -0.8% |
| 7D | +6.2% | +8.3% | -2.1% | +4.1% |
| 30D | -7.3% | -35.2% | +27.9% | +1.8% |
| 3M | -7.1% | -29.8% | +22.7% | -1.6% |
| 6M | +0.2% | -48.6% | +48.8% | +11.6% |
| YTD | +32.2% | +45.1% | -12.9% | +11.2% |
| 1Y | +42.8% | +79.6% | -36.8% | +13.9% |
| 3Y | +330.4% | +335.4% | -5.0% | +156.0% |
| 5Y | +263.9% | -1.0% | +264.9% | +174.1% |
| 10Y | +1,580.2% | +993.1% | +587.1% | +528.7% |
| All | +12,702.2% | +473.1% | +12,229.1% | +3,311.4% |
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