-100.0%
TECS vs VT
+221.8%
-321.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.3% | +6.9% | +5.5% |
| 7D | -10.7% | +2.4% | -13.0% | -1.1% |
| 30D | +29.0% | -1.5% | +30.5% | +28.3% |
| 3M | +27.1% | -4.1% | +31.2% | +16.6% |
| 6M | -13.2% | +0.6% | -13.8% | +6.0% |
| YTD | -57.0% | +11.0% | -68.1% | -17.0% |
| 1Y | -58.3% | +13.3% | -71.6% | -11.3% |
| 3Y | -93.5% | +73.4% | -166.9% | +9.4% |
| 5Y | -97.5% | +57.4% | -154.9% | -40.5% |
| All | -100.0% | +221.8% | -321.7% | -92.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling