+15.4%
TEM vs VXX
-41.6%
+57.0%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.2% | -7.3% | -2.3% |
| 7D | -9.2% | +7.2% | -16.3% | -5.3% |
| 30D | +5.5% | -5.8% | +11.3% | +3.0% |
| 3M | +18.7% | -29.0% | +47.7% | +1.4% |
| 6M | +15.4% | -44.0% | +59.4% | -8.7% |
| All | +15.4% | -41.6% | +57.0% | -8.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling