-22.6%
TLN vs VSXY
+190.1%
-212.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.5% | -2.1% |
| 7D | +2.0% | -0.3% | +2.3% | +2.0% |
| 30D | -12.9% | -22.1% | +9.1% | -10.3% |
| 3M | -7.4% | -1.1% | -6.3% | -7.9% |
| 6M | -6.0% | +53.8% | -59.9% | -14.1% |
| YTD | -16.9% | +35.5% | -52.4% | -22.6% |
| 1Y | -22.6% | +186.0% | -208.6% | -35.5% |
| All | -22.6% | +190.1% | -212.7% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling