+337.4%
TECL vs VT
+76.6%
+260.8%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +3.0% |
| 7D | +6.6% | +1.0% | +5.6% | +1.9% |
| 30D | -2.2% | -0.2% | -2.0% | -0.6% |
| 3M | -3.8% | +4.5% | -8.4% | -15.6% |
| 6M | +113.1% | +14.1% | +99.1% | +36.5% |
| YTD | +76.4% | +14.8% | +61.7% | +12.4% |
| 1Y | +112.5% | +21.2% | +91.3% | +11.0% |
| 3Y | +337.4% | +76.6% | +260.9% | -24.9% |
| All | +337.4% | +76.6% | +260.8% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling