+64.8%
T vs VSXY
+37.4%
+27.4%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.6% | -4.6% | -2.0% |
| 7D | -1.3% | -14.0% | +12.7% | -0.8% |
| 30D | +11.4% | -15.9% | +27.3% | +11.9% |
| 3M | +14.3% | +3.4% | +10.9% | +14.1% |
| 6M | -9.3% | +25.9% | -35.2% | -10.3% |
| YTD | +7.1% | +39.5% | -32.4% | +5.3% |
| 1Y | -9.1% | +194.4% | -203.4% | -13.4% |
| 3Y | +105.3% | +281.4% | -176.1% | +86.9% |
| 5Y | +66.8% | +12.8% | +54.0% | +59.9% |
| All | +64.8% | +37.4% | +27.4% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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