+97.2%
TJX vs VXX
-95.6%
+192.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | -0.8% |
| 7D | -4.6% | +2.0% | -6.6% | -4.3% |
| 30D | -17.2% | -7.1% | -10.1% | -17.9% |
| 3M | -24.9% | -28.6% | +3.7% | -27.8% |
| 6M | -19.7% | -44.0% | +24.3% | -24.6% |
| YTD | -17.2% | -31.7% | +14.5% | -20.0% |
| 1Y | -9.4% | -46.3% | +36.9% | -14.6% |
| 3Y | +43.1% | -78.3% | +121.3% | +27.7% |
| All | +97.2% | -95.6% | +192.8% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling