+98.5%
TXT vs VICR
+1,501.2%
-1,402.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.3% |
| 7D | -0.2% | -0.4% | +0.2% | -0.2% |
| 30D | -10.2% | -15.6% | +5.4% | -8.1% |
| 3M | -13.3% | -35.4% | +22.1% | -8.7% |
| 6M | -14.4% | +1.3% | -15.6% | -19.0% |
| YTD | -9.1% | +62.5% | -71.6% | -22.0% |
| 1Y | -2.2% | +255.5% | -257.6% | -28.7% |
| 3Y | +5.1% | +182.0% | -176.9% | -25.7% |
| 5Y | +12.8% | +42.9% | -30.1% | -16.0% |
| All | +98.5% | +1,501.2% | -1,402.7% | -18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling