+293.7%
TPR vs VSXY
+335.0%
-41.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -4.4% |
| 7D | -3.4% | -6.8% | +3.4% | -2.3% |
| 30D | -27.3% | -20.4% | -6.9% | -24.3% |
| 3M | -16.2% | +2.9% | -19.1% | -17.1% |
| 6M | -17.9% | +67.9% | -85.8% | -27.9% |
| YTD | -7.1% | +44.9% | -52.0% | -16.4% |
| 1Y | +13.6% | +205.9% | -192.3% | -13.3% |
| 3Y | +293.7% | +373.9% | -80.1% | +163.8% |
| All | +293.7% | +335.0% | -41.2% | +163.8% |
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 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