-87.7%
TMF vs VSXY
+21.5%
-109.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -3.9% | -0.2% |
| 7D | +1.0% | -6.8% | +7.8% | +1.1% |
| 30D | -1.8% | -20.4% | +18.5% | -1.3% |
| 3M | -8.2% | +2.9% | -11.1% | -8.3% |
| 6M | -19.5% | +67.9% | -87.4% | -20.6% |
| YTD | -16.0% | +44.9% | -60.8% | -17.0% |
| 1Y | -22.5% | +205.9% | -228.4% | -24.4% |
| 3Y | -42.3% | +373.9% | -416.1% | -43.3% |
| 5Y | -87.7% | +23.5% | -111.2% | -89.6% |
| All | -87.7% | +21.5% | -109.2% | -89.6% |
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