-25.0%
TYL vs VSXY
+37.4%
-62.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +2.6% | -6.6% | -4.2% |
| 7D | -3.7% | -14.0% | +10.3% | -2.7% |
| 30D | +18.7% | -15.9% | +34.7% | +20.1% |
| 3M | +18.1% | +3.4% | +14.7% | +17.5% |
| 6M | -1.1% | +25.9% | -27.0% | -4.3% |
| YTD | -19.8% | +39.5% | -59.3% | -23.4% |
| 1Y | -34.3% | +194.4% | -228.7% | -42.4% |
| 3Y | -8.2% | +281.4% | -289.6% | -27.1% |
| 5Y | -25.4% | +12.8% | -38.2% | -32.6% |
| All | -25.0% | +37.4% | -62.4% | -31.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling