+5.5%
TXT vs VICR
+187.3%
-181.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.9% | +5.3% | +0.9% |
| 7D | +0.8% | +1.3% | -0.4% | +0.7% |
| 30D | -10.4% | -11.9% | +1.5% | -9.5% |
| 3M | -14.3% | -35.1% | +20.8% | -11.8% |
| 6M | -15.1% | +8.1% | -23.2% | -18.6% |
| YTD | -8.3% | +67.8% | -76.1% | -16.8% |
| 1Y | -0.7% | +267.3% | -268.0% | -18.7% |
| All | +5.5% | +187.3% | -181.9% | -15.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling