+3,528.2%
TECL vs VT
+221.8%
+3,306.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -5.1% |
| 7D | +9.0% | +2.4% | +6.7% | +0.6% |
| 30D | -33.1% | -1.5% | -31.6% | -25.5% |
| 3M | -35.7% | -4.1% | -31.6% | -19.5% |
| 6M | -28.0% | +0.6% | -28.6% | -18.4% |
| YTD | +20.9% | +11.0% | +9.9% | -0.6% |
| 1Y | +19.7% | +13.3% | +6.4% | -7.7% |
| 3Y | +182.0% | +73.4% | +108.6% | -37.8% |
| 5Y | +95.1% | +57.4% | +37.7% | -9.1% |
| All | +3,528.2% | +221.8% | +3,306.4% | +225.5% |
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