+2.8%
TLT vs VSXY
+455.0%
-452.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.5% |
| 7D | -3.1% | -1.7% | -1.4% | -3.1% |
| 30D | +1.0% | +20.1% | -19.1% | +0.7% |
| 3M | -2.7% | +16.6% | -19.3% | -3.1% |
| 6M | -4.1% | +134.9% | -139.1% | -5.9% |
| YTD | -5.4% | +96.0% | -101.3% | -6.9% |
| 1Y | -7.0% | +203.8% | -210.8% | -9.2% |
| 3Y | +2.8% | +465.3% | -462.5% | -0.3% |
| All | +2.8% | +455.0% | -452.2% | -0.3% |
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