-63.4%
TXG vs VSXY
+37.7%
-101.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.1% | +3.6% |
| 7D | +9.1% | -10.7% | +19.9% | +12.2% |
| 30D | +14.9% | -24.3% | +39.1% | +23.8% |
| 3M | +120.0% | +1.0% | +119.0% | +117.3% |
| 6M | +221.8% | +57.4% | +164.5% | +167.6% |
| YTD | +312.6% | +39.8% | +272.8% | +253.8% |
| 1Y | +398.4% | +196.5% | +202.0% | +230.9% |
| 3Y | +42.1% | +357.2% | -315.2% | -25.2% |
| 5Y | -63.5% | +18.9% | -82.3% | -74.1% |
| All | -63.4% | +37.7% | -101.1% | -74.5% |
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