+14,534.4%
TT vs VICR
+12,032.4%
+2,501.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.5% | -4.6% | -0.1% |
| 7D | 0.0% | +0.4% | -0.4% | -0.1% |
| 30D | -7.2% | -13.9% | +6.8% | -5.2% |
| 3M | -3.0% | -38.4% | +35.4% | +3.3% |
| 6M | +1.4% | -7.2% | +8.6% | -1.5% |
| YTD | +15.9% | +72.0% | -56.1% | +0.5% |
| 1Y | +9.4% | +263.3% | -253.9% | -18.1% |
| 3Y | +124.4% | +173.3% | -48.9% | +64.8% |
| 5Y | +138.0% | +47.3% | +90.7% | +78.2% |
| 10Y | +886.4% | +1,495.2% | -608.8% | +337.4% |
| All | +14,534.4% | +12,032.4% | +2,501.9% | +3,665.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling