+136.0%
TT vs VSXY
+121.1%
+14.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.3% |
| 7D | +0.8% | +10.2% | -9.4% | -0.3% |
| 30D | -11.8% | +33.6% | -45.4% | -14.6% |
| 3M | -11.6% | +10.8% | -22.4% | -12.9% |
| 6M | -9.3% | +130.5% | -139.8% | -19.0% |
| YTD | +8.9% | +104.4% | -95.6% | -2.0% |
| 1Y | -2.2% | +216.5% | -218.8% | -16.9% |
| 3Y | +91.9% | +465.9% | -374.0% | +41.9% |
| 5Y | +136.0% | +123.1% | +12.9% | +98.9% |
| All | +136.0% | +121.1% | +14.9% | +98.9% |
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