-22.4%
TYL vs VICR
-6.0%
-16.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +8.7% | -11.0% | -2.7% |
| 7D | +6.7% | -23.1% | +29.8% | +7.9% |
| 30D | +26.5% | -48.1% | +74.6% | +30.3% |
| 3M | +37.3% | -32.8% | +70.1% | +38.4% |
| 6M | +31.2% | -47.6% | +78.8% | +31.7% |
| YTD | -7.4% | +34.0% | -41.4% | -18.5% |
| 1Y | -9.6% | +65.0% | -74.6% | -22.7% |
| 3Y | +1.9% | +277.1% | -275.2% | -29.1% |
| All | -22.4% | -6.0% | -16.4% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling