-95.4%
TSLQ vs VSXY
+339.2%
-434.5%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +1.5% |
| 7D | +5.7% | -0.3% | +6.0% | +5.7% |
| 30D | -21.1% | -22.1% | +1.0% | -26.7% |
| 3M | -11.5% | -1.1% | -10.4% | -10.9% |
| 6M | -14.9% | +53.8% | -68.7% | +2.1% |
| YTD | +2.4% | +35.5% | -33.1% | +19.2% |
| 1Y | -49.8% | +186.0% | -235.8% | -20.4% |
| All | -95.4% | +339.2% | -434.5% | -90.6% |
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