+122.7%
TT vs VSXY
+335.0%
-212.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.7% |
| 7D | +1.6% | -6.8% | +8.3% | +2.0% |
| 30D | -7.3% | -20.4% | +13.1% | -5.9% |
| 3M | -2.6% | +2.9% | -5.5% | -3.2% |
| 6M | +5.9% | +67.9% | -62.0% | +0.4% |
| YTD | +15.4% | +44.9% | -29.5% | +10.3% |
| 1Y | +8.2% | +205.9% | -197.7% | -3.0% |
| 3Y | +122.7% | +373.9% | -251.2% | +97.7% |
| All | +122.7% | +335.0% | -212.3% | +97.7% |
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 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