+88.5%
TEKX vs VT
+41.8%
+46.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.6% | +0.6% | -2.5% |
| 7D | -0.6% | +0.4% | -1.0% | -1.4% |
| 30D | -23.1% | -2.6% | -20.5% | -17.9% |
| 3M | -29.6% | -3.2% | -26.4% | -23.5% |
| 6M | -22.2% | +0.9% | -23.2% | -22.3% |
| YTD | +16.5% | +11.3% | +5.2% | -4.0% |
| 1Y | +6.0% | +14.0% | -8.0% | -16.7% |
| All | +88.5% | +41.8% | +46.7% | +6.9% |
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 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