+84.4%
TSM vs VSXY
+224.6%
-140.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.2% | +2.6% |
| 7D | +2.7% | -14.0% | +16.7% | +4.1% |
| 30D | +3.6% | -15.9% | +19.5% | +5.0% |
| 3M | -3.4% | +3.4% | -6.8% | -4.1% |
| 6M | +20.6% | +25.9% | -5.3% | +15.0% |
| YTD | +41.9% | +39.5% | +2.4% | +32.8% |
| 1Y | +84.4% | +194.4% | -110.0% | +45.7% |
| All | +84.4% | +224.6% | -140.2% | +45.7% |
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