+182.3%
VICR vs TAP
-33.1%
+215.4%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.2% |
| 7D | -0.4% | -5.3% | +4.9% | -0.9% |
| 30D | -15.6% | -7.4% | -8.2% | -16.1% |
| 3M | -35.4% | -4.9% | -30.5% | -35.6% |
| 6M | +1.3% | -14.2% | +15.5% | +2.5% |
| YTD | +62.5% | -14.8% | +77.3% | +64.3% |
| 1Y | +255.5% | -18.1% | +273.6% | +262.7% |
| All | +182.3% | -33.1% | +215.4% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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