+3,338.8%
TECL vs VT
+217.6%
+3,121.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -1.7% |
| 7D | -15.1% | -0.1% | -14.9% | -12.0% |
| 30D | -42.5% | -3.1% | -39.5% | -32.0% |
| 3M | -32.3% | -3.5% | -28.8% | -17.6% |
| 6M | -27.8% | +0.5% | -28.2% | -18.0% |
| YTD | +18.9% | +10.8% | +8.1% | -1.7% |
| 1Y | +6.7% | +11.9% | -5.2% | -13.7% |
| 3Y | +172.3% | +73.0% | +99.4% | -39.5% |
| 5Y | +101.8% | +58.6% | +43.2% | -8.5% |
| 10Y | +3,338.8% | +219.2% | +3,119.6% | +223.4% |
| All | +3,338.8% | +217.6% | +3,121.1% | +223.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling