+140.2%
TT vs VSXY
+37.4%
+102.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.6% |
| 7D | 0.0% | -14.0% | +14.0% | +1.4% |
| 30D | -7.2% | -15.9% | +8.8% | -5.7% |
| 3M | -3.0% | +3.4% | -6.4% | -3.8% |
| 6M | +1.4% | +25.9% | -24.6% | -3.0% |
| YTD | +15.9% | +39.5% | -23.6% | +9.4% |
| 1Y | +9.4% | +194.4% | -184.9% | -5.9% |
| 3Y | +124.4% | +281.4% | -157.0% | +76.6% |
| 5Y | +138.0% | +12.8% | +125.2% | +110.4% |
| All | +140.2% | +37.4% | +102.9% | +108.8% |
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