-51.9%
TSLL vs VSXY
+102.5%
-154.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.9% | +4.0% | +6.6% |
| 7D | +5.8% | -6.8% | +12.6% | +7.3% |
| 30D | +21.7% | -20.4% | +42.1% | +29.8% |
| 3M | -28.2% | +2.9% | -31.1% | -29.9% |
| 6M | -29.5% | +67.9% | -97.4% | -44.8% |
| YTD | -47.5% | +44.9% | -92.4% | -57.6% |
| 1Y | -20.8% | +205.9% | -226.7% | -53.4% |
| 3Y | -26.7% | +373.9% | -400.6% | -67.9% |
| All | -51.9% | +102.5% | -154.4% | -66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling