+41.8%
TGT vs VSXY
+352.7%
-310.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.0% | -0.4% |
| 7D | -5.2% | +0.1% | -5.4% | -5.3% |
| 30D | +1.2% | -18.7% | +19.9% | +4.1% |
| 3M | +18.4% | -4.0% | +22.4% | +18.6% |
| 6M | +33.4% | +67.5% | -34.0% | +19.9% |
| YTD | +63.8% | +39.7% | +24.2% | +50.7% |
| 1Y | +77.2% | +180.0% | -102.8% | +41.8% |
| 3Y | +41.8% | +337.3% | -295.5% | -3.5% |
| All | +41.8% | +352.7% | -310.9% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling