+6.1%
TT vs VICR
+253.2%
-247.1%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | -8.9% | -15.6% | +6.7% | -7.5% |
| 3M | -1.8% | -35.4% | +33.5% | +1.9% |
| 6M | +1.9% | +1.3% | +0.6% | +0.6% |
| YTD | +13.8% | +62.5% | -48.6% | +13.5% |
| 1Y | +6.1% | +255.5% | -249.3% | +7.6% |
| All | +6.1% | +253.2% | -247.1% | +7.6% |
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