+8.2%
TKC vs VT
+217.6%
-209.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.6% | +2.4% |
| 7D | +4.1% | -0.1% | +4.2% | +4.2% |
| 30D | -3.2% | -3.1% | -0.1% | -1.1% |
| 3M | -11.6% | -3.5% | -8.1% | -9.4% |
| 6M | -26.8% | +0.5% | -27.3% | -27.0% |
| YTD | -11.2% | +10.8% | -21.9% | -17.0% |
| 1Y | -14.5% | +11.9% | -26.4% | -20.7% |
| 3Y | +17.3% | +73.0% | -55.6% | -19.9% |
| 5Y | +30.7% | +58.6% | -27.9% | -5.5% |
| 10Y | +8.2% | +219.2% | -211.0% | -56.6% |
| All | +8.2% | +217.6% | -209.4% | -56.6% |
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