-16.2%
TEL vs VXX
-36.4%
+20.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +30.1% | -36.4% | +3.0% |
| 7D | -7.4% | +27.5% | -34.9% | +1.6% |
| 30D | -6.0% | +32.5% | -38.5% | +4.8% |
| 3M | -5.0% | +8.2% | -13.2% | -1.1% |
| 6M | +0.5% | -22.7% | +23.2% | -5.8% |
| YTD | -8.3% | -16.1% | +7.8% | -7.4% |
| 1Y | -16.2% | -34.0% | +17.8% | -24.4% |
| All | -16.2% | -36.4% | +20.1% | -24.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling