+12,381.0%
TYL vs VICR
+12,032.5%
+348.6%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.5% | -9.5% | -4.7% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +18.7% | -13.9% | +32.7% | +20.4% |
| 3M | +18.1% | -38.4% | +56.5% | +22.8% |
| 6M | -1.1% | -7.2% | +6.1% | -5.9% |
| YTD | -19.8% | +72.0% | -91.8% | -30.9% |
| 1Y | -34.3% | +263.3% | -297.6% | -50.1% |
| 3Y | -8.2% | +173.3% | -181.5% | -31.7% |
| 5Y | -25.4% | +47.3% | -72.7% | -42.8% |
| 10Y | +115.6% | +1,495.2% | -1,379.6% | +8.0% |
| All | +12,381.0% | +12,032.5% | +348.6% | +3,933.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling