+46.6%
TEM vs VXX
-59.5%
+106.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.7% | -1.6% |
| 7D | -8.7% | +2.0% | -10.7% | -7.7% |
| 30D | +8.1% | -7.1% | +15.2% | +5.1% |
| 3M | +19.0% | -28.6% | +47.6% | +3.4% |
| 6M | +12.0% | -44.0% | +56.0% | -10.4% |
| YTD | -0.1% | -31.7% | +31.7% | -10.2% |
| 1Y | -33.5% | -46.3% | +12.8% | -45.3% |
| All | +46.6% | -59.5% | +106.1% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling