+127.9%
TT vs VSXY
+99.7%
+28.1%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.0% |
| 7D | +3.5% | +0.8% | +2.7% | +3.4% |
| 30D | -11.0% | +24.0% | -35.0% | -13.1% |
| 3M | -12.0% | +16.7% | -28.7% | -13.7% |
| 6M | -10.4% | +138.6% | -149.0% | -19.8% |
| YTD | +9.9% | +102.8% | -92.9% | -0.4% |
| 1Y | +1.5% | +214.2% | -212.7% | -12.9% |
| 3Y | +93.7% | +461.4% | -367.7% | +46.8% |
| 5Y | +139.2% | +118.3% | +21.0% | +100.7% |
| All | +127.9% | +99.7% | +28.1% | +90.2% |
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