+3.2%
TJX vs VXX
-51.0%
+54.2%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.6% | +14.8% | +4.7% |
| 7D | +4.6% | -4.1% | +8.7% | +4.4% |
| 30D | +7.7% | -0.8% | +8.5% | +7.6% |
| 3M | -7.8% | -19.8% | +12.0% | -8.7% |
| 6M | -5.8% | -40.5% | +34.7% | -8.4% |
| YTD | -4.9% | -35.5% | +30.7% | -7.9% |
| 1Y | +3.2% | -51.1% | +54.3% | -1.2% |
| All | +3.2% | -51.0% | +54.2% | -1.2% |
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