+0.8%
TFC vs VSXY
+106.2%
-105.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.0% |
| 7D | +2.3% | -1.7% | +4.0% | +2.5% |
| 30D | +10.8% | +20.1% | -9.3% | +7.3% |
| 3M | -3.8% | +16.6% | -20.4% | -6.9% |
| 6M | +9.6% | +134.9% | -125.4% | -9.3% |
| YTD | +5.8% | +96.0% | -90.2% | -10.1% |
| 1Y | +16.2% | +203.8% | -187.6% | -10.2% |
| 3Y | +96.0% | +465.3% | -369.4% | +20.9% |
| All | +0.8% | +106.2% | -105.4% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling