+166.8%
TRV vs VSXY
+33.4%
+133.3%
-18.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | -1.8% | -0.3% | -1.5% | -1.8% |
| 30D | -2.1% | -22.1% | +19.9% | -1.2% |
| 3M | +21.2% | -1.1% | +22.3% | +21.0% |
| 6M | +22.0% | +53.8% | -31.8% | +18.7% |
| YTD | +27.7% | +35.5% | -7.8% | +24.7% |
| 1Y | +36.6% | +186.0% | -149.4% | +28.0% |
| 3Y | +141.1% | +343.2% | -202.1% | +113.3% |
| 5Y | +157.6% | +19.0% | +138.6% | +144.9% |
| All | +166.8% | +33.4% | +133.3% | +151.6% |
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