-96.3%
TCRX vs SPY
+89.0%
-185.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.4% | +6.0% | +6.0% |
| 7D | -48.0% | +0.1% | -48.1% | -48.2% |
| 30D | -49.7% | +0.1% | -49.8% | -49.9% |
| 3M | -61.6% | +2.0% | -63.6% | -62.4% |
| 6M | -63.7% | +13.0% | -76.7% | -67.3% |
| YTD | -60.8% | +13.5% | -74.3% | -64.7% |
| 1Y | -79.3% | +20.0% | -99.2% | -82.0% |
| 3Y | -84.1% | +77.2% | -161.3% | -89.1% |
| 5Y | -95.4% | +81.9% | -177.3% | -96.9% |
| All | -96.3% | +89.0% | -185.3% | -97.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling