+364.1%
TTD vs VICR
+1,453.7%
-1,089.5%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +1.5% |
| 7D | -7.4% | -0.4% | -7.0% | -7.5% |
| 30D | +3.0% | -15.6% | +18.6% | +6.7% |
| 3M | -27.6% | -35.4% | +7.8% | -22.3% |
| 6M | -49.5% | +1.3% | -50.8% | -56.2% |
| YTD | -63.2% | +62.5% | -125.7% | -73.8% |
| 1Y | -69.7% | +255.5% | -325.2% | -84.3% |
| 3Y | -83.3% | +182.0% | -265.3% | -91.8% |
| 5Y | -80.8% | +42.9% | -123.7% | -89.2% |
| All | +364.1% | +1,453.7% | -1,089.5% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling