-35.8%
TKC vs VT
+363.9%
-399.7%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | -0.2% |
| 7D | +1.9% | -0.3% | +2.2% | +2.2% |
| 30D | -8.7% | -1.4% | -7.3% | -7.5% |
| 3M | -15.5% | -1.4% | -14.1% | -14.5% |
| 6M | -23.7% | +5.5% | -29.2% | -27.2% |
| YTD | -13.5% | +12.8% | -26.4% | -22.4% |
| 1Y | -16.6% | +15.4% | -32.1% | -26.8% |
| 3Y | +24.6% | +76.9% | -52.3% | -26.4% |
| 5Y | +26.7% | +60.4% | -33.7% | -19.8% |
| 10Y | +1.3% | +232.8% | -231.5% | -69.5% |
| All | -35.8% | +363.9% | -399.7% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling