-4.5%
TT vs VICR
+76.0%
-80.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -11.1% | +9.5% | -0.1% |
| 7D | -8.5% | -26.6% | +18.1% | -4.6% |
| 30D | -12.8% | -47.9% | +35.1% | -5.5% |
| 3M | -12.9% | -29.8% | +16.9% | -10.0% |
| 6M | -15.2% | -36.6% | +21.4% | -13.0% |
| YTD | +6.2% | +45.1% | -38.9% | -0.4% |
| 1Y | -4.5% | +80.0% | -84.6% | -12.6% |
| All | -4.5% | +76.0% | -80.5% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling