+52.0%
TDG vs VSXY
+352.7%
-300.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +1.0% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | -7.7% | -18.7% | +11.0% | -6.9% |
| 3M | -9.3% | -4.0% | -5.4% | -9.3% |
| 6M | -9.4% | +67.5% | -76.9% | -12.3% |
| YTD | -14.3% | +39.7% | -53.9% | -16.4% |
| 1Y | -11.8% | +180.0% | -191.8% | -17.5% |
| 3Y | +52.0% | +337.3% | -285.3% | +34.5% |
| All | +52.0% | +352.7% | -300.8% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling