+3,766.4%
TECL vs VT
+222.7%
+3,543.7%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | +1.3% |
| 7D | +21.1% | +2.9% | +18.2% | +9.5% |
| 30D | -35.1% | -2.5% | -32.6% | -24.7% |
| 3M | -29.4% | -3.3% | -26.1% | -14.4% |
| 6M | -21.1% | +1.5% | -22.6% | -13.8% |
| YTD | +28.8% | +11.4% | +17.5% | +4.7% |
| 1Y | +17.7% | +11.9% | +5.8% | -4.7% |
| 3Y | +195.2% | +73.9% | +121.3% | -35.6% |
| 5Y | +107.9% | +57.9% | +50.0% | -4.2% |
| All | +3,766.4% | +222.7% | +3,543.7% | +242.9% |
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