+85,634.9%
TECL vs VT
+635.9%
+84,999.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.1% |
| 7D | +2.2% | +0.4% | +1.8% | +0.9% |
| 30D | +0.2% | +1.0% | -0.8% | -2.2% |
| 3M | -18.8% | +2.4% | -21.2% | -19.0% |
| 6M | +99.7% | +12.0% | +87.6% | +56.6% |
| YTD | +75.1% | +15.3% | +59.8% | +28.0% |
| 1Y | +116.0% | +22.6% | +93.4% | +35.4% |
| 3Y | +308.5% | +74.7% | +233.8% | +17.9% |
| 5Y | +221.8% | +66.1% | +155.7% | +58.5% |
| 10Y | +4,709.2% | +225.0% | +4,484.2% | +707.5% |
| All | +85,634.9% | +635.9% | +84,999.0% | +3,909.9% |
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 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