-62.7%
TXG vs VSXY
+37.5%
-100.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +3.1% | +0.2% | +2.4% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +18.8% | -18.7% | +37.4% | +25.4% |
| 3M | +136.1% | -4.0% | +140.1% | +136.9% |
| 6M | +235.2% | +67.5% | +167.8% | +173.6% |
| YTD | +320.5% | +39.7% | +280.9% | +260.8% |
| 1Y | +425.2% | +180.0% | +245.2% | +255.1% |
| 3Y | +42.9% | +337.3% | -294.4% | -23.7% |
| 5Y | -62.8% | +22.7% | -85.5% | -73.6% |
| All | -62.7% | +37.5% | -100.3% | -74.0% |
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