+56.5%
TEL vs VXX
-95.6%
+152.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.3% | +7.9% | +2.6% |
| 7D | +1.6% | +2.0% | -0.4% | +2.1% |
| 30D | -0.7% | -7.1% | +6.4% | -2.2% |
| 3M | +2.4% | -28.6% | +31.1% | -4.5% |
| 6M | +4.1% | -44.0% | +48.1% | -6.8% |
| YTD | -5.8% | -31.7% | +25.9% | -10.8% |
| 1Y | +0.9% | -46.3% | +47.2% | -8.1% |
| 3Y | +72.6% | -78.3% | +150.9% | +46.7% |
| All | +56.5% | -95.6% | +152.2% | -3.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling