-42.3%
TMF vs VSXY
+335.0%
-377.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -0.3% |
| 7D | +1.0% | -6.8% | +7.8% | +1.2% |
| 30D | -1.8% | -20.4% | +18.5% | -0.9% |
| 3M | -8.2% | +2.9% | -11.1% | -8.4% |
| 6M | -19.5% | +67.9% | -87.4% | -21.6% |
| YTD | -16.0% | +44.9% | -60.8% | -17.9% |
| 1Y | -22.5% | +205.9% | -228.4% | -26.6% |
| 3Y | -42.3% | +373.9% | -416.1% | -45.3% |
| All | -42.3% | +335.0% | -377.2% | -45.3% |
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