-13.4%
TYL vs VSXY
+96.5%
-109.9%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.6% | -3.9% | -2.4% |
| 7D | +6.7% | +11.8% | -5.2% | +5.8% |
| 30D | +26.5% | +25.9% | +0.6% | +24.4% |
| 3M | +37.3% | +15.5% | +21.8% | +35.5% |
| 6M | +31.2% | +109.7% | -78.6% | +22.1% |
| YTD | -7.4% | +99.5% | -106.8% | -13.8% |
| 1Y | -9.6% | +197.5% | -207.1% | -19.6% |
| 3Y | +1.9% | +453.3% | -451.4% | -21.0% |
| 5Y | -21.1% | +110.3% | -131.4% | -30.3% |
| All | -13.4% | +96.5% | -109.9% | -22.8% |
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