+425.2%
TXG vs VICR
+293.8%
+131.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +11.2% | -7.8% | +1.7% |
| 7D | +9.5% | +5.0% | +4.5% | +8.6% |
| 30D | +18.8% | -12.5% | +31.2% | +20.4% |
| 3M | +136.1% | -33.6% | +169.7% | +146.3% |
| 6M | +235.2% | +10.7% | +224.6% | +206.8% |
| YTD | +320.5% | +80.6% | +240.0% | +252.3% |
| 1Y | +425.2% | +288.4% | +136.8% | +281.6% |
| All | +425.2% | +293.8% | +131.4% | +281.6% |
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