-100.0%
TECS vs VT
+226.9%
-326.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +4.9% | +0.9% |
| 7D | +1.4% | -2.0% | +3.4% | -6.1% |
| 30D | +0.5% | -1.4% | +1.9% | -4.1% |
| 3M | -23.0% | +4.7% | -27.7% | -0.5% |
| 6M | -65.5% | +11.4% | -76.9% | -39.1% |
| YTD | -63.4% | +13.1% | -76.5% | -29.2% |
| 1Y | -70.9% | +19.0% | -89.9% | -28.4% |
| 3Y | -95.0% | +73.9% | -169.0% | -19.1% |
| 5Y | -98.3% | +65.4% | -163.7% | -54.7% |
| All | -100.0% | +226.9% | -326.9% | -94.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling