-19.2%
TRI vs VSXY
+352.7%
-371.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +1.8% |
| 7D | -7.9% | +0.1% | -8.0% | -7.9% |
| 30D | -4.5% | -18.7% | +14.2% | -4.9% |
| 3M | +22.1% | -4.0% | +26.1% | +22.1% |
| 6M | -2.8% | +67.5% | -70.3% | -1.6% |
| YTD | -23.4% | +39.7% | -63.1% | -22.4% |
| 1Y | -41.5% | +180.0% | -221.5% | -41.5% |
| 3Y | -19.2% | +337.3% | -356.5% | -19.3% |
| All | -19.2% | +352.7% | -371.9% | -19.3% |
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 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