+46.6%
TEM vs VSXY
+336.0%
-289.4%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | -0.4% |
| 7D | -8.7% | +0.1% | -8.8% | -8.7% |
| 30D | +8.1% | -18.7% | +26.7% | +13.8% |
| 3M | +19.0% | -4.0% | +23.0% | +19.2% |
| 6M | +12.0% | +67.5% | -55.5% | -11.5% |
| YTD | -0.1% | +39.7% | -39.7% | -17.6% |
| 1Y | -33.5% | +180.0% | -213.5% | -61.3% |
| All | +46.6% | +336.0% | -289.4% | -20.9% |
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