-17.8%
TSN vs VICR
+42.6%
-60.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.5% |
| 7D | +1.4% | -0.4% | +1.7% | +1.4% |
| 30D | -6.2% | -15.6% | +9.4% | -5.8% |
| 3M | -5.7% | -35.4% | +29.7% | -4.9% |
| 6M | -11.4% | +1.3% | -12.6% | -12.9% |
| YTD | -8.2% | +62.5% | -70.6% | -12.0% |
| 1Y | -2.0% | +255.5% | -257.5% | -9.8% |
| 3Y | +11.9% | +182.0% | -170.1% | +1.6% |
| 5Y | -17.8% | +42.9% | -60.7% | -26.3% |
| All | -17.8% | +42.6% | -60.3% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling