-16.2%
TLT vs VXX
-99.0%
+82.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.2% |
| 7D | -1.6% | +2.0% | -3.6% | -1.7% |
| 30D | -1.1% | -7.1% | +6.0% | -1.0% |
| 3M | -4.9% | -28.6% | +23.8% | -4.1% |
| 6M | -5.0% | -44.0% | +39.0% | -3.7% |
| YTD | -4.4% | -31.7% | +27.4% | -3.8% |
| 1Y | -6.4% | -46.3% | +40.0% | -5.2% |
| 3Y | -2.0% | -78.3% | +76.3% | +0.2% |
| 5Y | -35.0% | -95.8% | +60.8% | -29.7% |
| All | -16.2% | -99.0% | +82.8% | -6.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling