+148.2%
TT vs VICR
+46.6%
+101.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.1% |
| 7D | +1.4% | +1.3% | +0.2% | +1.2% |
| 30D | -6.7% | -11.9% | +5.3% | -5.6% |
| 3M | -5.4% | -35.1% | +29.7% | -1.9% |
| 6M | +4.4% | +8.1% | -3.8% | +1.3% |
| YTD | +14.9% | +67.8% | -52.8% | +6.3% |
| 1Y | +9.3% | +267.3% | -258.0% | -7.8% |
| 3Y | +121.7% | +191.2% | -69.5% | +84.4% |
| 5Y | +148.2% | +48.1% | +100.1% | +101.0% |
| All | +148.2% | +46.6% | +101.5% | +101.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling