-35.4%
TLT vs VSXY
+93.0%
-128.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.4% |
| 7D | -3.1% | -1.7% | -1.4% | -3.1% |
| 30D | +1.0% | +20.1% | -19.1% | +0.9% |
| 3M | -2.7% | +16.6% | -19.3% | -2.9% |
| 6M | -4.1% | +134.9% | -139.1% | -4.8% |
| YTD | -5.4% | +96.0% | -101.3% | -6.0% |
| 1Y | -7.0% | +203.8% | -210.8% | -7.8% |
| 3Y | +2.8% | +465.3% | -462.5% | +2.0% |
| 5Y | -35.4% | +106.3% | -141.7% | -36.6% |
| All | -35.4% | +93.0% | -128.4% | -36.6% |
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