-6.8%
TSN vs VICR
+1,679.8%
-1,686.6%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +11.2% | -10.2% | +0.4% |
| 7D | +3.0% | +5.0% | -1.9% | +2.7% |
| 30D | -4.2% | -12.5% | +8.3% | -3.7% |
| 3M | -3.9% | -33.6% | +29.7% | -2.5% |
| 6M | -9.8% | +10.7% | -20.5% | -12.4% |
| YTD | -7.3% | +80.6% | -87.8% | -13.2% |
| 1Y | -2.2% | +288.4% | -290.6% | -13.8% |
| 3Y | +11.9% | +213.8% | -201.9% | -3.0% |
| 5Y | -16.9% | +58.8% | -75.8% | -27.0% |
| All | -6.8% | +1,679.8% | -1,686.6% | -33.2% |
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