+337.3%
VSXY vs TW
+19.1%
+318.2%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +2.8% |
| 7D | +0.1% | -4.5% | +4.6% | -0.9% |
| 30D | -18.7% | -2.3% | -16.4% | -19.0% |
| 3M | -4.0% | +2.6% | -6.6% | -2.9% |
| 6M | +67.5% | -17.5% | +85.0% | +65.2% |
| YTD | +39.7% | -5.3% | +45.0% | +40.8% |
| 1Y | +180.0% | -14.8% | +194.7% | +178.6% |
| 3Y | +337.3% | +18.8% | +318.4% | +330.2% |
| All | +337.3% | +19.1% | +318.2% | +330.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling