+858.0%
TTMI vs VSXY
+339.2%
+518.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.5% | -0.9% |
| 7D | +6.0% | -0.3% | +6.4% | +6.2% |
| 30D | -6.4% | -22.1% | +15.6% | -1.8% |
| 3M | -28.9% | -1.1% | -27.8% | -29.5% |
| 6M | +26.9% | +53.8% | -27.0% | +11.9% |
| YTD | +77.3% | +35.5% | +41.8% | +60.3% |
| 1Y | +147.5% | +186.0% | -38.5% | +92.5% |
| All | +858.0% | +339.2% | +518.8% | +584.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling