-87.9%
TMF vs VSXY
+37.7%
-125.6%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.5% | +1.9% | -1.6% |
| 7D | -0.9% | -10.7% | +9.8% | -0.6% |
| 30D | -1.0% | -24.3% | +23.3% | -0.4% |
| 3M | -11.3% | +1.0% | -12.3% | -11.3% |
| 6M | -22.7% | +57.4% | -80.1% | -23.6% |
| YTD | -17.3% | +39.8% | -57.1% | -18.2% |
| 1Y | -22.5% | +196.5% | -219.0% | -24.1% |
| 3Y | -43.2% | +357.2% | -400.5% | -43.9% |
| 5Y | -88.3% | +18.9% | -107.2% | -88.9% |
| All | -87.9% | +37.7% | -125.6% | -88.5% |
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