-2.7%
TXT vs VSXY
+224.6%
-227.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -4.8% | -14.0% | +9.2% | -3.8% |
| 30D | -10.6% | -15.9% | +5.3% | -9.6% |
| 3M | -13.2% | +3.4% | -16.6% | -13.7% |
| 6M | -20.3% | +25.9% | -46.3% | -22.8% |
| YTD | -9.3% | +39.5% | -48.7% | -12.8% |
| 1Y | -2.7% | +194.4% | -197.0% | -13.9% |
| All | -2.7% | +224.6% | -227.3% | -13.9% |
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