-98.4%
TCRX vs VT
+66.0%
-164.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.7% | -0.6% | -9.1% | -9.0% |
| 7D | -7.7% | +2.9% | -10.6% | -10.5% |
| 30D | -22.6% | -2.5% | -20.1% | -19.9% |
| 3M | -78.3% | -3.3% | -74.9% | -77.4% |
| 6M | -85.4% | +1.5% | -86.9% | -85.6% |
| YTD | -83.2% | +11.4% | -94.6% | -84.8% |
| 1Y | -85.9% | +11.9% | -97.8% | -87.2% |
| 3Y | -96.3% | +73.9% | -170.1% | -97.6% |
| 5Y | -98.1% | +57.9% | -156.0% | -98.6% |
| All | -98.4% | +66.0% | -164.4% | -99.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling