+279.8%
TPR vs VSXY
+101.4%
+178.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +0.2% |
| 7D | +12.1% | +10.2% | +1.9% | +9.4% |
| 30D | +16.7% | +33.6% | -17.0% | +8.8% |
| 3M | -17.4% | +10.8% | -28.2% | -20.0% |
| 6M | +2.3% | +130.5% | -128.3% | -20.1% |
| YTD | +7.1% | +104.4% | -97.3% | -14.3% |
| 1Y | +29.5% | +216.5% | -187.0% | -8.3% |
| 3Y | +415.0% | +465.9% | -50.9% | +178.7% |
| 5Y | +261.5% | +123.1% | +138.4% | +153.8% |
| All | +279.8% | +101.4% | +178.5% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling