-27.9%
TGT vs VSXY
+37.7%
-65.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.5% | +0.3% | -2.6% |
| 7D | -3.6% | -10.7% | +7.1% | -1.8% |
| 30D | +4.4% | -24.3% | +28.7% | +9.3% |
| 3M | +25.4% | +1.0% | +24.4% | +24.5% |
| 6M | +33.4% | +57.4% | -24.0% | +19.1% |
| YTD | +65.6% | +39.8% | +25.8% | +50.0% |
| 1Y | +80.3% | +196.5% | -116.2% | +38.7% |
| 3Y | +42.1% | +357.2% | -315.1% | -8.2% |
| 5Y | -25.0% | +18.9% | -43.9% | -39.7% |
| All | -27.9% | +37.7% | -65.5% | -44.0% |
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 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