+765.5%
TSN vs VICR
+12,339.4%
-11,573.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +1.4% |
| 7D | -5.0% | +9.8% | -14.9% | -5.9% |
| 30D | -9.1% | -12.6% | +3.5% | -8.1% |
| 3M | -7.4% | -29.7% | +22.3% | -5.5% |
| 6M | -13.4% | +18.8% | -32.2% | -17.6% |
| YTD | -8.5% | +76.4% | -84.9% | -17.0% |
| 1Y | -3.2% | +282.4% | -285.5% | -19.8% |
| 3Y | +11.5% | +206.2% | -194.7% | -9.8% |
| 5Y | -19.5% | +53.9% | -73.4% | -33.6% |
| 10Y | -9.1% | +1,572.3% | -1,581.4% | -46.8% |
| All | +765.5% | +12,339.4% | -11,573.9% | +247.0% |
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