+49.5%
TXN vs VSXY
+184.3%
-134.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.5% |
| 7D | +4.0% | +0.1% | +3.9% | +3.9% |
| 30D | -2.9% | -18.7% | +15.8% | -0.7% |
| 3M | -9.1% | -4.0% | -5.1% | -9.2% |
| 6M | +36.6% | +67.5% | -30.8% | +26.0% |
| YTD | +57.5% | +39.7% | +17.8% | +47.0% |
| 1Y | +49.5% | +180.0% | -130.4% | +22.8% |
| All | +49.5% | +184.3% | -134.8% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling