-88.2%
TMF vs VSXY
+121.7%
-209.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.4% | -1.4% | -3.8% |
| 7D | -1.1% | +10.2% | -11.2% | -1.4% |
| 30D | +11.8% | +33.6% | -21.8% | +10.7% |
| 3M | -4.0% | +10.8% | -14.8% | -4.5% |
| 6M | -16.5% | +130.5% | -147.1% | -18.9% |
| YTD | -19.9% | +104.4% | -124.4% | -22.1% |
| 1Y | -25.6% | +216.5% | -242.1% | -28.4% |
| 3Y | -29.9% | +465.9% | -495.8% | -33.4% |
| All | -88.2% | +121.7% | -209.9% | -89.0% |
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