+187.5%
TYL vs VICR
+1,016.5%
-829.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.3% |
| 7D | -1.6% | +21.9% | -23.5% | -3.4% |
| 30D | +22.1% | -38.4% | +60.5% | +26.4% |
| 3M | +33.4% | -27.2% | +60.5% | +34.5% |
| 6M | +36.8% | -43.7% | +80.5% | +38.3% |
| YTD | -6.7% | +50.3% | -57.0% | -20.1% |
| 1Y | -9.2% | +74.6% | -83.8% | -24.1% |
| 3Y | +1.2% | +351.2% | -350.0% | -33.2% |
| 5Y | -23.0% | +2.5% | -25.5% | -39.2% |
| All | +187.5% | +1,016.5% | -829.1% | +51.5% |
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