-6.4%
TSLL vs VSXY
+455.0%
-461.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.2% |
| 7D | +17.8% | -1.7% | +19.6% | +18.4% |
| 30D | +8.2% | +20.1% | -11.9% | +2.3% |
| 3M | +20.9% | +16.6% | +4.3% | +13.6% |
| 6M | -37.5% | +134.9% | -172.4% | -55.1% |
| YTD | -44.5% | +96.0% | -140.5% | -58.8% |
| 1Y | -33.0% | +203.8% | -236.7% | -59.2% |
| 3Y | -6.4% | +465.3% | -471.7% | -55.1% |
| All | -6.4% | +455.0% | -461.4% | -55.1% |
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