+20.3%
TMO vs VSXY
+37.5%
-17.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | +0.8% |
| 7D | -0.6% | +0.1% | -0.8% | -0.7% |
| 30D | +1.1% | -18.7% | +19.8% | +2.9% |
| 3M | +28.3% | -4.0% | +32.3% | +28.3% |
| 6M | +23.3% | +67.5% | -44.2% | +14.9% |
| YTD | +5.5% | +39.7% | -34.2% | -0.2% |
| 1Y | +24.5% | +180.0% | -155.4% | +8.5% |
| 3Y | +19.6% | +337.3% | -317.7% | -5.6% |
| 5Y | +8.1% | +22.7% | -14.5% | -5.2% |
| All | +20.3% | +37.5% | -17.3% | +4.8% |
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