+183.3%
TYL vs VICR
+1,071.4%
-888.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.6% |
| 7D | +0.5% | +5.7% | -5.1% | -0.2% |
| 30D | +25.2% | -35.2% | +60.4% | +29.0% |
| 3M | +31.8% | -20.3% | +52.1% | +31.7% |
| 6M | +36.3% | -46.3% | +82.6% | +38.7% |
| YTD | -6.3% | +53.4% | -59.6% | -19.9% |
| 1Y | -9.5% | +81.6% | -91.0% | -24.7% |
| 3Y | +1.6% | +360.5% | -358.9% | -33.0% |
| 5Y | -21.8% | +4.4% | -26.2% | -38.4% |
| 10Y | +183.3% | +1,055.3% | -872.0% | +49.1% |
| All | +183.3% | +1,071.4% | -888.1% | +49.1% |
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