+36.5%
TDY vs VSXY
+37.5%
-1.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +1.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | -12.0% | -18.7% | +6.6% | -10.7% |
| 3M | -3.2% | -4.0% | +0.8% | -3.2% |
| 6M | -7.9% | +67.5% | -75.3% | -12.9% |
| YTD | +18.2% | +39.7% | -21.4% | +13.2% |
| 1Y | +6.7% | +180.0% | -173.3% | -3.9% |
| 3Y | +47.5% | +337.3% | -289.7% | +21.7% |
| 5Y | +39.5% | +22.7% | +16.8% | +25.9% |
| All | +36.5% | +37.5% | -1.1% | +24.1% |
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