+63,687.1%
TECL vs VT
+614.9%
+63,072.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +1.1% | +8.5% | +6.0% |
| 7D | -6.8% | -0.7% | -6.1% | -1.6% |
| 30D | -34.5% | -1.7% | -32.8% | -27.5% |
| 3M | -25.5% | -2.3% | -23.2% | -14.9% |
| 6M | -23.8% | +1.5% | -25.3% | -17.0% |
| YTD | +30.3% | +12.0% | +18.2% | +10.1% |
| 1Y | +20.1% | +12.9% | +7.2% | +0.6% |
| 3Y | +198.5% | +74.9% | +123.5% | -10.3% |
| 5Y | +117.7% | +59.9% | +57.8% | +25.5% |
| 10Y | +3,621.4% | +224.6% | +3,396.8% | +569.4% |
| All | +63,687.1% | +614.9% | +63,072.3% | +3,347.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling