-38.4%
TRI vs VSXY
+224.6%
-263.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.6% | -8.0% | -5.2% |
| 7D | -0.5% | -14.0% | +13.5% | -1.7% |
| 30D | +7.9% | -15.9% | +23.8% | +6.4% |
| 3M | +24.1% | +3.4% | +20.7% | +25.2% |
| 6M | +3.8% | +25.9% | -22.1% | +9.4% |
| YTD | -16.9% | +39.5% | -56.3% | -12.5% |
| 1Y | -38.4% | +194.4% | -232.7% | -35.1% |
| All | -38.4% | +224.6% | -263.0% | -35.1% |
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