-13.9%
TYL vs VSXY
+106.4%
-120.3%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.1% | -5.6% | -0.9% |
| 7D | +3.5% | +15.2% | -11.7% | +2.5% |
| 30D | +26.9% | +37.0% | -10.1% | +24.1% |
| 3M | +33.8% | +15.2% | +18.6% | +32.2% |
| 6M | +28.8% | +136.3% | -107.5% | +18.8% |
| YTD | -7.9% | +109.6% | -117.4% | -14.6% |
| 1Y | -9.8% | +223.7% | -233.5% | -20.4% |
| 3Y | +1.2% | +516.3% | -515.1% | -22.6% |
| 5Y | -22.8% | +125.1% | -148.0% | -32.0% |
| All | -13.9% | +106.4% | -120.3% | -23.5% |
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 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