+65.0%
TEL vs VSXY
+37.5%
+27.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.1% | +0.5% | +3.2% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | -0.7% | -18.7% | +18.0% | +1.8% |
| 3M | +2.4% | -4.0% | +6.4% | +2.3% |
| 6M | +4.1% | +67.5% | -63.3% | -5.6% |
| YTD | -5.8% | +39.7% | -45.5% | -12.9% |
| 1Y | +0.9% | +180.0% | -179.1% | -16.8% |
| 3Y | +72.6% | +337.3% | -264.7% | +23.0% |
| 5Y | +57.5% | +22.7% | +34.9% | +32.7% |
| All | +65.0% | +37.5% | +27.5% | +38.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling