-29.4%
TYL vs VSXY
+37.7%
-67.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.2% |
| 7D | -8.6% | -10.7% | +2.1% | -7.9% |
| 30D | +7.5% | -24.3% | +31.8% | +9.6% |
| 3M | +10.9% | +1.0% | +9.9% | +10.5% |
| 6M | -6.7% | +57.4% | -64.1% | -11.6% |
| YTD | -24.5% | +39.8% | -64.3% | -27.9% |
| 1Y | -38.6% | +196.5% | -235.1% | -46.3% |
| 3Y | -12.6% | +357.2% | -369.9% | -32.8% |
| 5Y | -28.2% | +18.9% | -47.1% | -35.0% |
| All | -29.4% | +37.7% | -67.1% | -35.4% |
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