+9.5%
TPR vs VSXY
+198.1%
-188.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.5% | +0.2% | -2.7% |
| 7D | -7.3% | -10.7% | +3.4% | -5.8% |
| 30D | -30.7% | -24.3% | -6.5% | -27.8% |
| 3M | -21.6% | +1.0% | -22.6% | -21.9% |
| 6M | -21.3% | +57.4% | -78.7% | -29.2% |
| YTD | -10.2% | +39.8% | -50.0% | -17.4% |
| 1Y | +9.5% | +196.5% | -187.0% | -17.7% |
| All | +9.5% | +198.1% | -188.6% | -17.7% |
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 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