+59.6%
TXN vs VICR
+57.6%
+2.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +11.2% | -7.3% | +2.1% |
| 7D | +4.0% | +5.0% | -1.0% | +3.1% |
| 30D | -2.9% | -12.5% | +9.6% | -1.2% |
| 3M | -9.1% | -33.6% | +24.5% | -4.5% |
| 6M | +36.6% | +10.7% | +26.0% | +31.8% |
| YTD | +57.5% | +80.6% | -23.1% | +41.4% |
| 1Y | +49.5% | +288.4% | -238.8% | +19.3% |
| 3Y | +76.5% | +213.8% | -137.2% | +36.9% |
| All | +59.6% | +57.6% | +2.0% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling