-87.7%
TMF vs VSXY
+37.4%
-125.1%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.3% |
| 7D | -1.4% | -14.0% | +12.6% | -1.1% |
| 30D | -2.8% | -15.9% | +13.1% | -2.5% |
| 3M | -10.9% | +3.4% | -14.3% | -11.0% |
| 6M | -21.3% | +25.9% | -47.2% | -22.0% |
| YTD | -15.9% | +39.5% | -55.4% | -16.7% |
| 1Y | -15.7% | +194.4% | -210.1% | -17.5% |
| 3Y | -43.4% | +281.4% | -324.8% | -44.2% |
| 5Y | -87.8% | +12.8% | -100.5% | -88.4% |
| All | -87.7% | +37.4% | -125.1% | -88.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling