+25.4%
TMO vs VSXY
+210.1%
-184.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +8.4% | -7.3% | +1.0% |
| 7D | +0.3% | +14.2% | -13.9% | 0.0% |
| 30D | +4.3% | +21.9% | -17.5% | +4.0% |
| 3M | +25.1% | +22.1% | +3.0% | +24.7% |
| 6M | +52.9% | +116.7% | -63.8% | +48.7% |
| YTD | +22.2% | +101.1% | -78.9% | +19.2% |
| 1Y | +25.4% | +208.0% | -182.7% | +19.5% |
| All | +25.4% | +210.1% | -184.8% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling