-100.0%
TECS vs VT
+635.9%
-735.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.9% |
| 7D | -2.4% | +0.4% | -2.9% | -0.9% |
| 30D | -2.9% | +1.0% | -3.9% | +0.9% |
| 3M | -5.0% | +2.4% | -7.4% | +11.9% |
| 6M | -66.6% | +12.0% | -78.6% | -44.7% |
| YTD | -64.6% | +15.3% | -79.9% | -33.9% |
| 1Y | -74.2% | +22.6% | -96.8% | -39.3% |
| 3Y | -94.9% | +74.7% | -169.5% | -44.5% |
| 5Y | -98.3% | +66.1% | -164.4% | -69.7% |
| 10Y | -100.0% | +225.0% | -325.0% | -97.6% |
| All | -100.0% | +635.9% | -735.9% | -99.8% |
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