-17.3%
TEM vs VXX
-51.1%
+33.8%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.6% | +0.2% |
| 7D | +0.9% | -3.5% | +4.4% | -0.5% |
| 30D | +38.4% | -13.6% | +52.0% | +30.8% |
| 3M | +23.7% | -24.6% | +48.2% | +12.6% |
| 6M | +26.0% | -39.9% | +65.9% | +7.8% |
| YTD | +9.4% | -33.1% | +42.5% | -0.4% |
| 1Y | -17.3% | -49.9% | +32.6% | -31.4% |
| All | -17.3% | -51.1% | +33.8% | -31.4% |
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