+2,175.6%
TXT vs VICR
+12,339.4%
-10,163.8%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | +0.1% |
| 7D | -0.2% | +9.8% | -10.1% | -2.0% |
| 30D | -11.1% | -12.6% | +1.5% | -9.3% |
| 3M | -13.0% | -29.7% | +16.7% | -9.3% |
| 6M | -16.2% | +18.8% | -35.0% | -23.1% |
| YTD | -8.7% | +76.4% | -85.1% | -23.1% |
| 1Y | -3.8% | +282.4% | -286.1% | -31.4% |
| 3Y | +5.5% | +206.2% | -200.7% | -27.1% |
| 5Y | +12.3% | +53.9% | -41.6% | -19.4% |
| 10Y | +97.4% | +1,572.3% | -1,474.9% | -18.1% |
| All | +2,175.6% | +12,339.4% | -10,163.8% | +561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling