-34.8%
TLT vs VSXY
+33.4%
-68.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.1% | +1.9% | -1.1% |
| 7D | -1.6% | -0.3% | -1.2% | -1.6% |
| 30D | -1.3% | -22.1% | +20.7% | -1.2% |
| 3M | -3.7% | -1.1% | -2.6% | -3.7% |
| 6M | -6.4% | +53.8% | -60.2% | -6.7% |
| YTD | -4.5% | +35.5% | -40.0% | -4.8% |
| 1Y | -5.9% | +186.0% | -191.9% | -6.5% |
| 3Y | -2.8% | +343.2% | -346.0% | -3.2% |
| 5Y | -35.1% | +19.0% | -54.1% | -36.2% |
| All | -34.8% | +33.4% | -68.2% | -35.8% |
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