+265.7%
TSM vs VSXY
+106.2%
+159.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -1.9% |
| 7D | +6.2% | -1.7% | +7.9% | +6.4% |
| 30D | -7.3% | +20.1% | -27.4% | -9.8% |
| 3M | -7.1% | +16.6% | -23.7% | -9.6% |
| 6M | +0.2% | +134.9% | -134.7% | -13.6% |
| YTD | +32.2% | +96.0% | -63.8% | +15.9% |
| 1Y | +42.8% | +203.8% | -161.0% | +16.0% |
| 3Y | +330.4% | +465.3% | -134.9% | +193.2% |
| All | +265.7% | +106.2% | +159.5% | +206.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling