-34.5%
TLT vs VSXY
+106.2%
-140.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 3M | -2.7% | +16.6% | -19.3% | -2.9% |
| 6M | -4.1% | +134.9% | -139.1% | -5.1% |
| YTD | -5.4% | +96.0% | -101.3% | -6.2% |
| 1Y | -7.0% | +203.8% | -210.8% | -8.2% |
| 3Y | +2.8% | +465.3% | -462.5% | +1.1% |
| All | -34.5% | +106.2% | -140.7% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling