+1.1%
TEL vs VXX
-51.1%
+52.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.2% |
| 7D | +3.0% | -3.5% | +6.4% | +1.9% |
| 30D | -3.9% | -13.6% | +9.7% | -8.1% |
| 3M | -5.1% | -24.6% | +19.5% | -12.2% |
| 6M | +0.6% | -39.9% | +40.5% | -11.4% |
| YTD | -7.3% | -33.1% | +25.8% | -14.8% |
| 1Y | +1.1% | -49.9% | +51.1% | -11.4% |
| All | +1.1% | -51.1% | +52.2% | -11.4% |
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