-97.0%
TCRX vs SPY
+86.0%
-182.9%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.6% | -3.0% | -3.1% |
| 7D | -14.3% | -2.0% | -12.3% | -12.8% |
| 30D | -59.1% | -1.7% | -57.4% | -58.6% |
| 3M | -65.4% | +4.7% | -70.1% | -66.9% |
| 6M | -73.1% | +12.5% | -85.6% | -75.6% |
| YTD | -68.2% | +11.7% | -79.9% | -71.0% |
| 1Y | -82.7% | +17.5% | -100.2% | -84.8% |
| 3Y | -86.8% | +76.6% | -163.4% | -90.9% |
| 5Y | -96.1% | +82.0% | -178.2% | -97.4% |
| All | -97.0% | +86.0% | -182.9% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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