+736.3%
TT vs VICR
+978.3%
-242.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.9% |
| 7D | +4.0% | +8.3% | -4.2% | +2.8% |
| 30D | -11.3% | -35.2% | +23.9% | -6.5% |
| 3M | -12.3% | -29.8% | +17.5% | -9.4% |
| 6M | -10.8% | -48.6% | +37.7% | -5.5% |
| YTD | +8.2% | +45.1% | -37.0% | -3.0% |
| 1Y | +1.5% | +79.6% | -78.1% | -11.8% |
| 3Y | +91.5% | +335.4% | -243.9% | +36.3% |
| 5Y | +130.2% | -1.0% | +131.2% | +94.4% |
| All | +736.3% | +978.3% | -242.0% | +340.7% |
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