+1,911.9%
VICR vs TCOM
+2,658.7%
-746.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.9% |
| 7D | +9.8% | -7.6% | +17.5% | +12.3% |
| 30D | -12.6% | -12.2% | -0.4% | -9.6% |
| 3M | -29.7% | -14.2% | -15.5% | -27.4% |
| 6M | +18.8% | -25.0% | +43.8% | +28.3% |
| YTD | +76.4% | -43.7% | +120.1% | +104.4% |
| 1Y | +282.4% | -44.5% | +326.9% | +344.8% |
| 3Y | +206.2% | +13.4% | +192.8% | +176.2% |
| 5Y | +53.9% | +26.5% | +27.4% | +26.0% |
| 10Y | +1,572.3% | -10.3% | +1,582.6% | +1,316.4% |
| All | +1,911.9% | +2,658.7% | -746.7% | +570.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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