+162.3%
TGT vs VXX
-99.0%
+261.3%
-64.4%
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% | -0.6% |
| 7D | -5.2% | +2.0% | -7.2% | -4.9% |
| 30D | +1.2% | -7.1% | +8.3% | +0.1% |
| 3M | +18.4% | -28.6% | +47.0% | +12.6% |
| 6M | +33.4% | -44.0% | +77.4% | +23.0% |
| YTD | +63.8% | -31.7% | +95.5% | +56.9% |
| 1Y | +77.2% | -46.3% | +123.5% | +64.7% |
| 3Y | +41.8% | -78.3% | +120.0% | +26.4% |
| 5Y | -25.5% | -95.8% | +70.3% | -45.2% |
| All | +162.3% | -99.0% | +261.3% | +83.5% |
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