+293.9%
TSM vs VSXY
+33.4%
+260.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -1.3% |
| 7D | +2.6% | -0.3% | +3.0% | +2.7% |
| 30D | +1.4% | -22.1% | +23.5% | +4.6% |
| 3M | +5.0% | -1.1% | +6.1% | +4.6% |
| 6M | +24.0% | +53.8% | -29.9% | +14.1% |
| YTD | +41.6% | +35.5% | +6.1% | +31.8% |
| 1Y | +66.2% | +186.0% | -119.8% | +37.2% |
| 3Y | +398.2% | +343.2% | +55.0% | +258.7% |
| 5Y | +277.6% | +19.0% | +258.6% | +228.4% |
| All | +293.9% | +33.4% | +260.5% | +233.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling