+127.5%
TT vs VSXY
+90.2%
+37.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.8% | +4.6% | +0.3% |
| 7D | +8.1% | -1.6% | +9.6% | +8.2% |
| 30D | -11.3% | +17.8% | -29.1% | -12.8% |
| 3M | -11.2% | +12.5% | -23.7% | -12.6% |
| 6M | -8.9% | +124.7% | -133.6% | -18.0% |
| YTD | +9.7% | +93.2% | -83.4% | -0.1% |
| 1Y | +1.3% | +195.6% | -194.4% | -12.5% |
| 3Y | +93.4% | +434.6% | -341.3% | +47.2% |
| 5Y | +133.5% | +103.3% | +30.2% | +97.0% |
| All | +127.5% | +90.2% | +37.2% | +90.7% |
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 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