-94.4%
TECX vs VT
+147.5%
-241.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.6% | -3.6% | -3.3% |
| 7D | +8.3% | +2.9% | +5.5% | +4.0% |
| 30D | -1.3% | -2.5% | +1.2% | +2.8% |
| 3M | -42.9% | -3.3% | -39.5% | -39.9% |
| 6M | -24.7% | +1.5% | -26.3% | -26.6% |
| YTD | +0.9% | +11.4% | -10.5% | -15.0% |
| 1Y | +11.6% | +11.9% | -0.3% | -6.2% |
| 3Y | +28.0% | +73.9% | -45.9% | -38.1% |
| 5Y | -67.0% | +57.9% | -124.9% | -81.4% |
| All | -94.4% | +147.5% | -241.9% | -98.3% |
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 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