-10.5%
TEM vs VXX
-51.0%
+40.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.6% | +6.8% | -7.3% |
| 7D | -1.3% | -4.1% | +2.8% | -2.5% |
| 30D | -9.5% | -0.8% | -8.7% | -8.6% |
| 3M | +60.7% | -19.8% | +80.5% | +49.0% |
| 6M | +35.5% | -40.5% | +76.0% | +13.7% |
| YTD | +28.0% | -35.5% | +63.6% | +17.3% |
| 1Y | -10.5% | -51.1% | +40.6% | -31.9% |
| All | -10.5% | -51.0% | +40.5% | -31.9% |
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 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