+180.8%
TYL vs VICR
+1,054.9%
-874.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +2.0% | +0.9% |
| 7D | +4.3% | -9.7% | +14.0% | +4.9% |
| 30D | +28.0% | -39.2% | +67.2% | +32.6% |
| 3M | +32.3% | -22.6% | +54.9% | +32.6% |
| 6M | +29.9% | -37.0% | +66.9% | +28.8% |
| YTD | -7.1% | +47.5% | -54.6% | -20.3% |
| 1Y | -9.2% | +75.0% | -84.2% | -24.3% |
| 3Y | +0.7% | +343.0% | -342.3% | -33.4% |
| 5Y | -21.1% | +3.9% | -24.9% | -38.0% |
| 10Y | +180.8% | +1,034.6% | -853.8% | +47.5% |
| All | +180.8% | +1,054.9% | -874.0% | +47.5% |
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 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