+104.9%
TYL vs VICR
+1,568.0%
-1,463.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.5% | -7.0% | -4.7% |
| 7D | -7.6% | +9.8% | -17.4% | -8.5% |
| 30D | +11.3% | -12.6% | +23.9% | +12.3% |
| 3M | +14.5% | -29.7% | +44.2% | +16.4% |
| 6M | -7.1% | +18.8% | -26.0% | -14.4% |
| YTD | -23.4% | +76.4% | -99.8% | -34.2% |
| 1Y | -38.6% | +282.4% | -320.9% | -53.8% |
| 3Y | -11.3% | +206.2% | -217.5% | -35.6% |
| 5Y | -28.0% | +53.9% | -81.9% | -45.4% |
| 10Y | +104.9% | +1,572.3% | -1,467.5% | +3.2% |
| All | +104.9% | +1,568.0% | -1,463.1% | +3.2% |
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