+78.0%
VSXY vs TW
+19.0%
+59.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +3.2% |
| 7D | +0.1% | -4.5% | +4.6% | +0.5% |
| 30D | -18.7% | -2.3% | -16.4% | -18.6% |
| 3M | -4.0% | +2.6% | -6.6% | -4.5% |
| 6M | +67.5% | -17.5% | +85.0% | +72.3% |
| YTD | +39.7% | -5.3% | +45.0% | +39.6% |
| 1Y | +180.0% | -14.8% | +194.7% | +186.1% |
| 3Y | +337.3% | +18.8% | +318.4% | +262.7% |
| 5Y | +22.7% | +20.7% | +1.9% | -3.2% |
| All | +78.0% | +19.0% | +59.0% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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