+242.1%
TPR vs VSXY
+37.4%
+204.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.6% |
| 7D | -2.3% | -14.0% | +11.7% | +1.0% |
| 30D | -23.0% | -15.9% | -7.1% | -20.0% |
| 3M | -12.5% | +3.4% | -15.9% | -13.8% |
| 6M | -21.4% | +25.9% | -47.3% | -28.6% |
| YTD | -3.5% | +39.5% | -43.0% | -15.1% |
| 1Y | +17.4% | +194.4% | -177.0% | -16.2% |
| 3Y | +291.3% | +281.4% | +9.8% | +131.2% |
| 5Y | +241.9% | +12.8% | +229.1% | +169.3% |
| All | +242.1% | +37.4% | +204.7% | +163.3% |
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