+16.4%
TFC vs VSXY
+37.7%
-21.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.2% |
| 7D | -1.3% | -10.7% | +9.4% | +0.3% |
| 30D | -2.3% | -24.3% | +21.9% | +1.9% |
| 3M | +2.5% | +1.0% | +1.4% | +1.4% |
| 6M | +9.5% | +57.4% | -47.9% | -2.1% |
| YTD | +5.1% | +39.8% | -34.7% | -4.5% |
| 1Y | +15.5% | +196.5% | -181.0% | -10.0% |
| 3Y | +95.2% | +357.2% | -262.1% | +28.1% |
| 5Y | +14.5% | +18.9% | -4.4% | -7.8% |
| All | +16.4% | +37.7% | -21.3% | -8.4% |
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 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