-98.3%
TECS vs VT
+66.2%
-164.5%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -2.9% |
| 7D | -6.3% | +1.0% | -7.3% | -2.2% |
| 30D | -0.5% | -0.2% | -0.2% | -0.7% |
| 3M | -16.0% | +4.5% | -20.5% | +10.7% |
| 6M | -68.6% | +14.1% | -82.6% | -35.6% |
| YTD | -64.8% | +14.8% | -79.6% | -23.5% |
| 1Y | -73.7% | +21.2% | -94.8% | -24.6% |
| 3Y | -95.2% | +76.6% | -171.8% | +4.3% |
| 5Y | -98.3% | +66.6% | -164.9% | -43.9% |
| All | -98.3% | +66.2% | -164.5% | -43.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling