+400.7%
TDG vs VXX
-99.0%
+499.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +0.2% |
| 7D | -1.9% | +2.0% | -3.8% | -1.3% |
| 30D | -7.7% | -7.1% | -0.6% | -9.2% |
| 3M | -9.3% | -28.6% | +19.3% | -15.9% |
| 6M | -9.4% | -44.0% | +34.6% | -19.7% |
| YTD | -14.3% | -31.7% | +17.5% | -19.5% |
| 1Y | -11.8% | -46.3% | +34.5% | -21.1% |
| 3Y | +52.0% | -78.3% | +130.2% | +24.0% |
| 5Y | +128.8% | -95.8% | +224.7% | +32.1% |
| All | +400.7% | -99.0% | +499.7% | +145.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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