-98.3%
TCRX vs VT
+65.9%
-164.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.6% | -6.0% | -6.1% |
| 7D | +1.5% | +0.4% | +1.1% | +1.6% |
| 30D | -23.7% | -2.6% | -21.1% | -21.0% |
| 3M | -77.2% | -3.2% | -73.9% | -76.3% |
| 6M | -85.6% | +0.9% | -86.5% | -85.7% |
| YTD | -81.8% | +11.3% | -93.1% | -83.6% |
| 1Y | -83.3% | +14.0% | -97.3% | -85.2% |
| 3Y | -95.8% | +75.8% | -171.6% | -97.3% |
| 5Y | -97.9% | +57.8% | -155.7% | -98.4% |
| All | -98.3% | +65.9% | -164.2% | -98.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling