-30.8%
TKC vs VT
+374.2%
-405.0%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -5.6% | +0.4% | -6.0% | -5.9% |
| 30D | -6.1% | +1.0% | -7.1% | -6.9% |
| 3M | -13.9% | +2.4% | -16.2% | -15.7% |
| 6M | -21.2% | +12.0% | -33.2% | -28.7% |
| YTD | -6.8% | +15.3% | -22.1% | -17.9% |
| 1Y | -6.9% | +22.6% | -29.5% | -22.6% |
| 3Y | +10.8% | +74.7% | -63.8% | -33.8% |
| 5Y | +25.7% | +66.1% | -40.5% | -23.1% |
| 10Y | -1.7% | +225.0% | -226.7% | -69.6% |
| All | -30.8% | +374.2% | -405.0% | -83.1% |
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 1990-01-01 to 2026-09-04: 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling