+1.2%
TYL vs VICR
+325.1%
-324.0%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +11.3% | -11.9% | 0.0% |
| 7D | +3.5% | -6.5% | +10.1% | +3.4% |
| 30D | +26.9% | -38.5% | +65.4% | +24.8% |
| 3M | +33.8% | -26.1% | +59.9% | +33.1% |
| 6M | +28.8% | -36.2% | +65.1% | +27.2% |
| YTD | -7.9% | +49.2% | -57.1% | -11.8% |
| 1Y | -9.8% | +87.0% | -96.8% | -14.5% |
| 3Y | +1.2% | +350.4% | -349.3% | -13.7% |
| All | +1.2% | +325.1% | -324.0% | -13.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling