+13,557.1%
TT vs VICR
+10,134.2%
+3,422.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.4% | +2.0% | -0.9% |
| 7D | +4.0% | +8.3% | -4.2% | +2.6% |
| 30D | -11.3% | -35.2% | +23.9% | -5.5% |
| 3M | -12.3% | -29.8% | +17.5% | -9.0% |
| 6M | -10.8% | -48.6% | +37.7% | -4.6% |
| YTD | +8.2% | +45.1% | -37.0% | -5.3% |
| 1Y | +1.5% | +79.6% | -78.1% | -14.5% |
| 3Y | +91.5% | +335.4% | -243.9% | +28.3% |
| 5Y | +130.2% | -1.0% | +131.2% | +81.8% |
| 10Y | +727.9% | +993.1% | -265.2% | +285.2% |
| All | +13,557.1% | +10,134.2% | +3,422.9% | +3,448.3% |
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