+379.4%
TTD vs VICR
+1,545.3%
-1,165.9%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +5.5% | -9.9% | -5.9% |
| 7D | +6.3% | +0.4% | +5.9% | +6.0% |
| 30D | -23.9% | -13.9% | -10.0% | -21.6% |
| 3M | -31.4% | -38.4% | +7.0% | -25.2% |
| 6M | -42.7% | -7.2% | -35.5% | -49.2% |
| YTD | -62.0% | +72.0% | -134.0% | -73.3% |
| 1Y | -72.2% | +263.3% | -335.5% | -85.6% |
| 3Y | -81.9% | +173.3% | -255.2% | -91.0% |
| 5Y | -81.5% | +47.3% | -128.9% | -89.7% |
| All | +379.4% | +1,545.3% | -1,165.9% | +18.7% |
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