+36.0%
TSM vs VSXY
+210.1%
-174.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +8.4% | -10.6% | -2.9% |
| 7D | -10.0% | +14.2% | -24.2% | -11.0% |
| 30D | -18.5% | +21.9% | -40.4% | -19.9% |
| 3M | -4.9% | +22.1% | -27.0% | -6.8% |
| 6M | -1.0% | +116.7% | -117.6% | -7.9% |
| YTD | +31.3% | +101.1% | -69.9% | +20.8% |
| 1Y | +36.0% | +208.0% | -172.0% | +22.8% |
| All | +36.0% | +210.1% | -174.1% | +22.8% |
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