+33.7%
TFC vs VXX
-99.0%
+132.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.9% |
| 7D | -2.4% | +2.0% | -4.4% | -1.9% |
| 30D | -3.4% | -7.1% | +3.7% | -5.0% |
| 3M | +0.4% | -28.6% | +29.1% | -7.1% |
| 6M | +12.7% | -44.0% | +56.7% | -0.6% |
| YTD | +5.6% | -31.7% | +37.3% | -0.9% |
| 1Y | +16.0% | -46.3% | +62.4% | +4.0% |
| 3Y | +94.0% | -78.3% | +172.2% | +62.7% |
| 5Y | +16.2% | -95.8% | +112.0% | -27.3% |
| All | +33.7% | -99.0% | +132.7% | -22.8% |
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