-37.6%
TKC vs VT
+345.0%
-382.6%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.1% | +1.3% | +0.8% |
| 7D | -0.6% | -4.2% | +3.5% | +3.1% |
| 30D | -11.0% | -5.8% | -5.2% | -6.2% |
| 3M | -15.3% | -5.2% | -10.0% | -11.2% |
| 6M | -28.3% | +0.1% | -28.5% | -28.4% |
| YTD | -15.9% | +8.2% | -24.1% | -21.7% |
| 1Y | -19.9% | +10.1% | -30.0% | -26.7% |
| 3Y | +21.1% | +69.7% | -48.5% | -25.8% |
| 5Y | +24.9% | +53.4% | -28.5% | -17.8% |
| 10Y | -1.5% | +219.2% | -220.7% | -69.2% |
| All | -37.6% | +345.0% | -382.6% | -83.8% |
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