+837.3%
TTMI vs VSXY
+42.7%
+794.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.9% | -0.9% | +2.2% |
| 7D | +12.2% | -6.8% | +18.9% | +13.5% |
| 30D | -5.7% | -20.4% | +14.6% | -1.7% |
| 3M | -27.5% | +2.9% | -30.4% | -28.6% |
| 6M | +47.1% | +67.9% | -20.8% | +28.3% |
| YTD | +87.5% | +44.9% | +42.6% | +68.0% |
| 1Y | +175.2% | +205.9% | -30.7% | +112.6% |
| 3Y | +901.9% | +373.9% | +528.1% | +567.5% |
| 5Y | +843.5% | +23.5% | +820.0% | +633.7% |
| All | +837.3% | +42.7% | +794.6% | +625.6% |
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