-97.2%
TSLQ vs VSXY
+185.1%
-282.3%
-98.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.5% | +3.7% | -0.9% |
| 7D | -8.0% | -10.7% | +2.7% | -11.2% |
| 30D | -23.8% | -24.3% | +0.5% | -30.0% |
| 3M | -7.0% | +1.0% | -8.0% | -5.8% |
| 6M | -17.1% | +57.4% | -74.5% | +0.2% |
| YTD | +0.1% | +39.8% | -39.7% | +17.6% |
| 1Y | -51.2% | +196.5% | -247.7% | -22.4% |
| 3Y | -95.9% | +357.2% | -453.2% | -90.8% |
| All | -97.2% | +185.1% | -282.3% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling