+3.0%
TKC vs VT
+223.7%
-220.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.6% | +1.6% | +2.4% |
| 7D | +3.0% | +0.4% | +2.7% | +2.8% |
| 30D | -5.2% | -2.6% | -2.6% | -3.4% |
| 3M | -13.5% | -3.2% | -10.2% | -11.5% |
| 6M | -28.3% | +0.9% | -29.3% | -28.7% |
| YTD | -13.0% | +11.3% | -24.3% | -19.0% |
| 1Y | -16.5% | +14.0% | -30.5% | -23.6% |
| 3Y | +16.2% | +75.8% | -59.7% | -21.6% |
| 5Y | +28.3% | +57.8% | -29.5% | -6.9% |
| 10Y | +3.0% | +219.8% | -216.8% | -59.3% |
| All | +3.0% | +223.7% | -220.7% | -59.3% |
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 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