-0.4%
TLT vs VSXY
+369.6%
-370.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.1% |
| 7D | +0.4% | -6.8% | +7.2% | +0.5% |
| 30D | -0.3% | -20.4% | +20.1% | 0.0% |
| 3M | -1.7% | +2.9% | -4.6% | -1.8% |
| 6M | -4.9% | +67.9% | -72.8% | -5.8% |
| YTD | -2.8% | +44.9% | -47.7% | -3.6% |
| 1Y | -4.2% | +205.9% | -210.1% | -6.0% |
| All | -0.4% | +369.6% | -370.0% | -1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling