-21.0%
TSLQ vs VSXY
+210.1%
-231.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +8.4% | -1.9% | +7.3% |
| 7D | +9.8% | +14.2% | -4.4% | +11.5% |
| 30D | -6.0% | +21.9% | -27.9% | -3.8% |
| 3M | -35.0% | +22.1% | -57.1% | -33.3% |
| 6M | -24.9% | +116.7% | -141.6% | -15.3% |
| YTD | -12.7% | +101.1% | -113.8% | +0.9% |
| 1Y | -21.0% | +208.0% | -229.0% | +7.8% |
| All | -21.0% | +210.1% | -231.1% | +7.8% |
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 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