+10.7%
TTMI vs VICR
+76.0%
-65.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -11.1% | +1.0% | -4.0% |
| 7D | -19.2% | -26.6% | +7.4% | -4.4% |
| 30D | -44.9% | -47.9% | +3.1% | -21.6% |
| 3M | -44.7% | -29.8% | -15.0% | -33.7% |
| 6M | -53.4% | -36.6% | -16.8% | -44.2% |
| YTD | +6.3% | +45.1% | -38.8% | -21.2% |
| 1Y | +10.7% | +80.0% | -69.3% | -34.8% |
| All | +10.7% | +76.0% | -65.3% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling