+911.5%
TT vs VICR
+1,501.2%
-589.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.5% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | -8.9% | -15.6% | +6.7% | -7.0% |
| 3M | -1.8% | -35.4% | +33.5% | +2.9% |
| 6M | +1.9% | +1.3% | +0.6% | -1.6% |
| YTD | +13.8% | +62.5% | -48.6% | +1.9% |
| 1Y | +6.1% | +255.5% | -249.3% | -16.5% |
| 3Y | +119.6% | +182.0% | -62.4% | +68.8% |
| 5Y | +145.9% | +42.9% | +102.9% | +96.0% |
| All | +911.5% | +1,501.2% | -589.7% | +385.1% |
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