-49.7%
TSLQ vs VSXY
+224.6%
-274.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.6% | +9.4% | +12.4% |
| 7D | -5.8% | -14.0% | +8.2% | -8.6% |
| 30D | -22.1% | -15.9% | -6.2% | -24.6% |
| 3M | +10.1% | +3.4% | +6.7% | +11.9% |
| 6M | -6.8% | +25.9% | -32.7% | +1.6% |
| YTD | +8.5% | +39.5% | -31.0% | +24.5% |
| 1Y | -49.7% | +194.4% | -244.1% | -5.4% |
| All | -49.7% | +224.6% | -274.3% | -5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling