-98.2%
TCRX vs VT
+67.0%
-165.2%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.7% |
| 7D | -11.4% | -0.7% | -10.7% | -10.5% |
| 30D | -21.8% | -1.7% | -20.1% | -19.9% |
| 3M | -76.1% | -2.3% | -73.8% | -75.4% |
| 6M | -84.2% | +1.5% | -85.8% | -84.5% |
| YTD | -81.4% | +12.0% | -93.4% | -83.3% |
| 1Y | -84.8% | +12.9% | -97.6% | -86.3% |
| 3Y | -95.8% | +74.9% | -170.8% | -97.4% |
| 5Y | -97.9% | +59.9% | -157.8% | -98.4% |
| All | -98.2% | +67.0% | -165.2% | -98.8% |
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 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