+407.0%
TSM vs VSXY
+353.1%
+53.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.4% |
| 7D | +4.8% | -10.7% | +15.5% | +5.9% |
| 30D | +4.0% | -24.3% | +28.3% | +7.0% |
| 3M | +2.0% | +1.0% | +1.0% | +1.4% |
| 6M | +25.5% | +57.4% | -31.9% | +17.2% |
| YTD | +44.0% | +39.8% | +4.2% | +35.4% |
| 1Y | +75.4% | +196.5% | -121.1% | +49.5% |
| All | +407.0% | +353.1% | +53.8% | +309.4% |
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