-18.4%
TSLL vs VSXY
+450.7%
-469.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.2% |
| 7D | -21.2% | +11.8% | -33.0% | -23.8% |
| 30D | -13.3% | +25.9% | -39.2% | -19.3% |
| 3M | +15.4% | +15.5% | -0.1% | +8.8% |
| 6M | -34.2% | +109.7% | -144.0% | -50.7% |
| YTD | -52.9% | +99.5% | -152.4% | -65.1% |
| 1Y | -54.3% | +197.5% | -251.8% | -71.6% |
| 3Y | -18.4% | +453.3% | -471.6% | -58.8% |
| All | -18.4% | +450.7% | -469.1% | -58.8% |
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