-14.6%
TSN vs VSXY
+37.7%
-52.3%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.8% |
| 7D | -7.3% | -10.7% | +3.4% | -6.6% |
| 30D | -8.6% | -24.3% | +15.6% | -7.0% |
| 3M | -7.5% | +1.0% | -8.5% | -7.7% |
| 6M | -14.1% | +57.4% | -71.5% | -17.6% |
| YTD | -9.4% | +39.8% | -49.2% | -12.6% |
| 1Y | -4.1% | +196.5% | -200.6% | -13.4% |
| 3Y | +10.3% | +357.2% | -346.9% | -10.0% |
| 5Y | -19.7% | +18.9% | -38.6% | -24.2% |
| All | -14.6% | +37.7% | -52.3% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling