-1.6%
TKC vs VT
+215.5%
-217.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -0.2% | -2.3% | +2.1% | +1.4% |
| 30D | -10.7% | -5.0% | -5.8% | -7.6% |
| 3M | -16.5% | -4.9% | -11.6% | -13.5% |
| 6M | -30.1% | -1.5% | -28.6% | -29.3% |
| YTD | -16.5% | +8.5% | -24.9% | -20.9% |
| 1Y | -22.7% | +11.4% | -34.0% | -28.1% |
| 3Y | +18.4% | +70.1% | -51.7% | -18.2% |
| 5Y | +24.1% | +53.7% | -29.6% | -8.4% |
| All | -1.6% | +215.5% | -217.1% | -60.6% |
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