+213.8%
VICR vs TW
+19.1%
+194.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -1.0% | +12.2% | +11.1% |
| 7D | +5.0% | -4.5% | +9.4% | +5.0% |
| 30D | -12.5% | -2.3% | -10.2% | -12.5% |
| 3M | -33.6% | +2.6% | -36.2% | -34.2% |
| 6M | +10.7% | -17.5% | +28.2% | +14.4% |
| YTD | +80.6% | -5.3% | +85.9% | +79.8% |
| 1Y | +288.4% | -14.8% | +303.1% | +296.4% |
| 3Y | +213.8% | +18.8% | +195.0% | +198.8% |
| All | +213.8% | +19.1% | +194.7% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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