+84.6%
VSXY vs TW
+20.8%
+63.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -3.0% | +6.9% | +4.1% |
| 7D | -6.8% | -3.5% | -3.3% | -6.5% |
| 30D | -20.4% | +0.5% | -20.9% | -20.5% |
| 3M | +2.9% | +4.9% | -2.0% | +2.1% |
| 6M | +67.9% | -17.1% | +85.0% | +72.9% |
| YTD | +44.9% | -3.9% | +48.7% | +44.6% |
| 1Y | +205.9% | -13.3% | +219.2% | +212.0% |
| 3Y | +373.9% | +20.9% | +352.9% | +292.2% |
| 5Y | +23.5% | +20.5% | +3.0% | -2.5% |
| All | +84.6% | +20.8% | +63.8% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling