-100.0%
TECS vs VT
+224.4%
-324.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | +1.1% | -11.0% | -5.5% |
| 7D | -1.1% | -0.7% | -0.4% | -0.1% |
| 30D | +31.4% | -1.7% | +33.1% | +29.8% |
| 3M | +9.8% | -2.3% | +12.1% | +8.2% |
| 6M | -17.8% | +1.5% | -19.3% | +4.2% |
| YTD | -60.0% | +12.0% | -72.0% | -20.0% |
| 1Y | -58.6% | +12.9% | -71.4% | -13.1% |
| 3Y | -93.8% | +74.9% | -168.8% | +7.2% |
| 5Y | -97.7% | +59.9% | -157.6% | -43.4% |
| 10Y | -100.0% | +224.6% | -324.6% | -92.2% |
| All | -100.0% | +224.4% | -324.3% | -92.2% |
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 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