+593.6%
VICR vs TKO
+1,395.0%
-801.4%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.8% | -2.4% | -2.9% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -15.6% | -2.6% | -13.0% | -15.1% |
| 3M | -35.4% | -7.8% | -27.6% | -34.1% |
| 6M | +1.3% | -7.0% | +8.3% | +2.5% |
| YTD | +62.5% | -8.5% | +71.0% | +64.7% |
| 1Y | +255.5% | -1.3% | +256.8% | +249.3% |
| 3Y | +182.0% | +105.0% | +77.0% | +108.8% |
| 5Y | +42.9% | +292.9% | -250.0% | -18.0% |
| 10Y | +1,494.0% | +979.3% | +514.7% | +488.2% |
| All | +593.6% | +1,395.0% | -801.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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