-87.7%
TCRX vs SPY
+77.0%
-164.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | -0.4% |
| 7D | -18.4% | -0.8% | -17.6% | -17.5% |
| 30D | -58.6% | -1.1% | -57.5% | -58.2% |
| 3M | -65.4% | +3.9% | -69.2% | -67.3% |
| 6M | -72.2% | +13.6% | -85.8% | -76.4% |
| YTD | -68.0% | +12.7% | -80.7% | -72.4% |
| 1Y | -82.7% | +17.5% | -100.2% | -85.7% |
| 3Y | -87.7% | +76.9% | -164.6% | -94.4% |
| All | -87.7% | +77.0% | -164.7% | -94.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling