+16.9%
TFC vs VSXY
+37.5%
-20.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -0.4% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -3.4% | -18.7% | +15.3% | -0.4% |
| 3M | +0.4% | -4.0% | +4.4% | +0.2% |
| 6M | +12.7% | +67.5% | -54.8% | -0.4% |
| YTD | +5.6% | +39.7% | -34.1% | -4.1% |
| 1Y | +16.0% | +180.0% | -164.0% | -8.6% |
| 3Y | +94.0% | +337.3% | -243.3% | +28.6% |
| 5Y | +16.2% | +22.7% | -6.5% | -6.6% |
| All | +16.9% | +37.5% | -20.6% | -8.0% |
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