+125.4%
TD vs VSXY
+15.5%
+109.9%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.1% |
| 7D | -2.6% | -0.3% | -2.2% | -2.6% |
| 30D | -1.0% | -22.1% | +21.0% | +1.1% |
| 3M | +5.6% | -1.1% | +6.8% | +5.2% |
| 6M | +27.1% | +53.8% | -26.7% | +19.8% |
| YTD | +29.4% | +35.5% | -6.1% | +23.1% |
| 1Y | +60.7% | +186.0% | -125.3% | +40.9% |
| 3Y | +127.6% | +343.2% | -215.6% | +76.3% |
| 5Y | +125.4% | +19.0% | +106.4% | +106.8% |
| All | +125.4% | +15.5% | +109.9% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling