+11.9%
TSN vs VSXY
+352.7%
-340.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.9% |
| 7D | +3.0% | +0.1% | +2.9% | +3.0% |
| 30D | -4.2% | -18.7% | +14.5% | -3.6% |
| 3M | -3.9% | -4.0% | +0.1% | -3.8% |
| 6M | -9.8% | +67.5% | -77.3% | -11.5% |
| YTD | -7.3% | +39.7% | -46.9% | -8.6% |
| 1Y | -2.2% | +180.0% | -182.2% | -6.6% |
| 3Y | +11.9% | +337.3% | -325.4% | -3.1% |
| All | +11.9% | +352.7% | -340.8% | -3.1% |
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