-28.0%
TYL vs VSXY
+21.5%
-49.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.9% | -8.3% | -4.8% |
| 7D | -7.6% | -6.8% | -0.8% | -7.2% |
| 30D | +11.3% | -20.4% | +31.7% | +13.2% |
| 3M | +14.5% | +2.9% | +11.6% | +13.8% |
| 6M | -7.1% | +67.9% | -75.1% | -13.0% |
| YTD | -23.4% | +44.9% | -68.2% | -27.4% |
| 1Y | -38.6% | +205.9% | -244.5% | -47.1% |
| 3Y | -11.3% | +373.9% | -385.2% | -34.6% |
| 5Y | -28.0% | +23.5% | -51.4% | -29.6% |
| All | -28.0% | +21.5% | -49.5% | -29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling