+91.5%
TT vs VICR
+336.6%
-245.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -1.0% |
| 7D | +4.0% | +8.3% | -4.2% | +3.0% |
| 30D | -11.3% | -35.2% | +23.9% | -7.5% |
| 3M | -12.3% | -29.8% | +17.5% | -9.9% |
| 6M | -10.8% | -48.6% | +37.7% | -6.5% |
| YTD | +8.2% | +45.1% | -37.0% | +1.4% |
| 1Y | +1.5% | +79.6% | -78.1% | -6.7% |
| 3Y | +91.5% | +335.4% | -243.9% | +53.5% |
| All | +91.5% | +336.6% | -245.1% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling