+109.0%
TDG vs VSXY
+33.4%
+75.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | +0.4% |
| 7D | -2.7% | -0.3% | -2.3% | -2.7% |
| 30D | -9.3% | -22.1% | +12.8% | -7.5% |
| 3M | -7.1% | -1.1% | -5.9% | -7.3% |
| 6M | -11.2% | +53.8% | -65.0% | -15.8% |
| YTD | -15.3% | +35.5% | -50.7% | -19.1% |
| 1Y | -12.5% | +186.0% | -198.5% | -22.9% |
| 3Y | +51.2% | +343.2% | -292.0% | +18.2% |
| 5Y | +126.1% | +19.0% | +107.1% | +103.4% |
| All | +109.0% | +33.4% | +75.5% | +89.3% |
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