+8.7%
TXT vs VICR
+76.0%
-67.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.1% | +9.9% | -0.6% |
| 7D | +10.6% | -26.6% | +37.2% | +12.6% |
| 30D | +14.4% | -47.9% | +62.3% | +19.0% |
| 3M | -2.7% | -29.8% | +27.0% | -1.7% |
| 6M | -4.7% | -36.6% | +32.0% | -5.3% |
| YTD | -0.5% | +45.1% | -45.7% | -11.4% |
| 1Y | +8.7% | +80.0% | -71.3% | -5.7% |
| All | +8.7% | +76.0% | -67.2% | -5.7% |
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 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