+180.0%
VSXY vs TW
-14.2%
+194.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +2.7% |
| 7D | +0.1% | -4.5% | +4.6% | -1.5% |
| 30D | -18.7% | -2.3% | -16.4% | -19.1% |
| 3M | -4.0% | +2.6% | -6.6% | -2.2% |
| 6M | +67.5% | -17.5% | +85.0% | +66.1% |
| YTD | +39.7% | -5.3% | +45.0% | +43.5% |
| 1Y | +180.0% | -14.8% | +194.7% | +180.5% |
| All | +180.0% | -14.2% | +194.2% | +180.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling