+708.6%
TLN vs VSXY
+462.0%
+246.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.2% | -3.0% |
| 7D | +11.0% | -1.7% | +12.8% | +11.3% |
| 30D | +4.9% | +20.1% | -15.2% | +2.2% |
| 3M | +4.9% | +16.6% | -11.7% | +2.1% |
| 6M | +7.1% | +134.9% | -127.8% | -7.3% |
| YTD | +0.3% | +96.0% | -95.7% | -11.4% |
| 1Y | +5.9% | +203.8% | -197.9% | -12.7% |
| 3Y | +578.5% | +465.3% | +113.1% | +409.7% |
| All | +708.6% | +462.0% | +246.6% | +511.9% |
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