+816.2%
TTMI vs VSXY
+37.5%
+778.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.1% | +0.3% | +2.7% |
| 7D | +0.7% | +0.1% | +0.5% | +0.7% |
| 30D | -8.4% | -18.7% | +10.2% | -4.8% |
| 3M | -32.5% | -4.0% | -28.5% | -32.6% |
| 6M | +32.5% | +67.5% | -35.0% | +15.6% |
| YTD | +83.2% | +39.7% | +43.6% | +65.5% |
| 1Y | +161.7% | +180.0% | -18.3% | +105.7% |
| 3Y | +890.1% | +337.3% | +552.8% | +570.4% |
| 5Y | +832.4% | +22.7% | +809.8% | +630.2% |
| All | +816.2% | +37.5% | +778.7% | +614.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling