+405.4%
TXG vs VICR
+76.0%
+329.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -11.1% | +14.6% | +5.7% |
| 7D | -19.3% | -26.6% | +7.3% | -14.0% |
| 30D | -30.9% | -47.9% | +17.0% | -22.4% |
| 3M | +41.1% | -29.8% | +70.8% | +48.3% |
| 6M | +211.9% | -36.6% | +248.5% | +218.6% |
| YTD | +314.0% | +45.1% | +268.8% | +190.7% |
| 1Y | +405.4% | +80.0% | +325.4% | +221.6% |
| All | +405.4% | +76.0% | +329.4% | +221.6% |
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