+10.8%
TSN vs VICR
+178.2%
-167.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.4% |
| 7D | +1.4% | -0.4% | +1.7% | +1.4% |
| 30D | -6.2% | -15.6% | +9.4% | -6.2% |
| 3M | -5.7% | -35.4% | +29.7% | -5.9% |
| 6M | -11.4% | +1.3% | -12.6% | -12.1% |
| YTD | -8.2% | +62.5% | -70.6% | -9.4% |
| 1Y | -2.0% | +255.5% | -257.5% | -4.2% |
| All | +10.8% | +178.2% | -167.5% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling