+365.8%
TTD vs VICR
+1,586.9%
-1,221.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.5% | -5.4% | -3.5% |
| 7D | +1.7% | +9.8% | -8.1% | -1.0% |
| 30D | +1.6% | -12.6% | +14.2% | +4.3% |
| 3M | -27.8% | -29.7% | +1.9% | -24.3% |
| 6M | -52.1% | +18.8% | -71.0% | -60.5% |
| YTD | -63.1% | +76.4% | -139.5% | -74.3% |
| 1Y | -73.1% | +282.4% | -355.4% | -86.2% |
| 3Y | -83.3% | +206.2% | -289.5% | -92.0% |
| 5Y | -80.6% | +53.9% | -134.5% | -89.3% |
| All | +365.8% | +1,586.9% | -1,221.1% | +14.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling