+124.2%
TT vs VSXY
+93.0%
+31.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -1.6% |
| 7D | +4.0% | -1.7% | +5.8% | +4.2% |
| 30D | -11.3% | +20.1% | -31.4% | -13.0% |
| 3M | -12.3% | +16.6% | -28.9% | -14.0% |
| 6M | -10.8% | +134.9% | -145.8% | -20.1% |
| YTD | +8.2% | +96.0% | -87.8% | -1.7% |
| 1Y | +1.5% | +203.8% | -202.3% | -12.6% |
| 3Y | +91.5% | +465.3% | -373.9% | +44.8% |
| 5Y | +130.2% | +106.3% | +23.9% | +93.9% |
| All | +124.2% | +93.0% | +31.2% | +87.7% |
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