+98.5%
TECL vs VT
+57.4%
+41.1%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.1% | +2.6% | +8.5% | +0.1% |
| 7D | -8.5% | +0.4% | -8.9% | -7.2% |
| 30D | -40.4% | -2.6% | -37.8% | -30.0% |
| 3M | -31.7% | -3.2% | -28.5% | -16.5% |
| 6M | -25.1% | +0.9% | -26.1% | -16.4% |
| YTD | +23.2% | +11.3% | +11.9% | -3.4% |
| 1Y | +19.1% | +14.0% | +5.1% | -13.9% |
| 3Y | +203.9% | +75.8% | +128.0% | -47.5% |
| 5Y | +98.5% | +57.8% | +40.7% | -17.5% |
| All | +98.5% | +57.4% | +41.1% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling