+140.0%
TRV vs VSXY
+339.2%
-199.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.6% |
| 7D | -1.5% | -0.3% | -1.1% | -1.5% |
| 30D | -1.8% | -22.1% | +20.2% | -1.3% |
| 3M | +21.6% | -1.1% | +22.7% | +21.4% |
| 6M | +22.5% | +53.8% | -31.4% | +20.6% |
| YTD | +28.1% | +35.5% | -7.3% | +26.5% |
| 1Y | +37.0% | +186.0% | -149.0% | +32.4% |
| All | +140.0% | +339.2% | -199.2% | +129.7% |
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