+104.7%
TNA vs VSXY
+352.7%
-248.1%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -2.0% | 0.0% |
| 7D | -7.3% | +0.1% | -7.4% | -7.3% |
| 30D | -14.2% | -18.7% | +4.5% | -8.1% |
| 3M | -4.6% | -4.0% | -0.6% | -4.8% |
| 6M | +36.9% | +67.5% | -30.6% | +4.2% |
| YTD | +42.5% | +39.7% | +2.9% | +16.0% |
| 1Y | +45.8% | +180.0% | -134.2% | -14.1% |
| 3Y | +104.7% | +337.3% | -232.6% | -7.2% |
| All | +104.7% | +352.7% | -248.1% | -7.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling