-30.5%
TRU vs VSXY
+37.5%
-68.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.4% |
| 7D | -2.7% | +0.1% | -2.8% | -2.8% |
| 30D | -2.0% | -18.7% | +16.6% | +1.3% |
| 3M | +18.4% | -4.0% | +22.4% | +18.3% |
| 6M | +8.9% | +67.5% | -58.6% | -4.9% |
| YTD | -8.9% | +39.7% | -48.6% | -18.1% |
| 1Y | -15.9% | +180.0% | -195.8% | -35.4% |
| 3Y | -1.1% | +337.3% | -338.4% | -36.2% |
| 5Y | -35.2% | +22.7% | -57.9% | -49.8% |
| All | -30.5% | +37.5% | -68.1% | -46.2% |
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