+130.0%
TEL vs VXX
-99.0%
+228.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -4.9% | -3.8% |
| 7D | -2.5% | +2.9% | -5.4% | -1.8% |
| 30D | -5.6% | -5.8% | +0.2% | -6.8% |
| 3M | -3.0% | -24.7% | +21.7% | -8.7% |
| 6M | +2.8% | -48.1% | +50.8% | -10.3% |
| YTD | -9.6% | -31.1% | +21.5% | -14.4% |
| 1Y | -2.0% | -45.9% | +43.9% | -11.1% |
| 3Y | +64.6% | -77.1% | +141.7% | +41.0% |
| 5Y | +51.9% | -95.7% | +147.5% | -4.2% |
| All | +130.0% | -99.0% | +228.9% | +30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling