+122.4%
TD vs VSXY
+42.7%
+79.8%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.9% | -4.8% | -1.2% |
| 7D | +0.9% | -6.8% | +7.6% | +1.4% |
| 30D | -0.7% | -20.4% | +19.7% | +1.2% |
| 3M | +6.3% | +2.9% | +3.4% | +5.5% |
| 6M | +27.9% | +67.9% | -40.0% | +20.1% |
| YTD | +29.8% | +44.9% | -15.0% | +23.1% |
| 1Y | +63.7% | +205.9% | -142.3% | +43.8% |
| 3Y | +128.3% | +373.9% | -245.5% | +79.8% |
| 5Y | +125.5% | +23.5% | +102.1% | +100.7% |
| All | +122.4% | +42.7% | +79.8% | +96.3% |
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