+13,634.3%
TSM vs VICR
+579.4%
+13,054.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +1.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.5% |
| 30D | +3.6% | -13.9% | +17.5% | +6.8% |
| 3M | -3.4% | -38.4% | +35.0% | +6.4% |
| 6M | +20.6% | -7.2% | +27.8% | +16.6% |
| YTD | +41.9% | +72.0% | -30.2% | +17.1% |
| 1Y | +84.4% | +263.3% | -178.9% | +24.3% |
| 3Y | +380.2% | +173.3% | +207.0% | +222.5% |
| 5Y | +275.3% | +47.3% | +228.0% | +161.8% |
| 10Y | +1,751.4% | +1,495.2% | +256.2% | +543.5% |
| All | +13,634.3% | +579.4% | +13,054.9% | +3,492.1% |
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 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