+154.4%
TRV vs VSXY
+19.0%
+135.4%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.7% |
| 7D | -1.5% | -0.3% | -1.1% | -1.5% |
| 30D | -1.8% | -22.1% | +20.2% | -0.8% |
| 3M | +21.6% | -1.1% | +22.7% | +21.4% |
| 6M | +22.5% | +53.8% | -31.4% | +19.0% |
| YTD | +28.1% | +35.5% | -7.3% | +25.0% |
| 1Y | +37.0% | +186.0% | -149.0% | +28.2% |
| 3Y | +141.9% | +343.2% | -201.3% | +112.5% |
| All | +154.4% | +19.0% | +135.4% | +148.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling