-16.3%
TLT vs VXX
-98.9%
+82.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.2% | -4.3% | -1.2% |
| 7D | -1.6% | +7.2% | -8.7% | -1.8% |
| 30D | -1.3% | -5.8% | +4.5% | -1.2% |
| 3M | -3.7% | -29.0% | +25.3% | -2.9% |
| 6M | -6.4% | -44.0% | +37.6% | -5.1% |
| YTD | -4.5% | -28.7% | +24.2% | -4.0% |
| 1Y | -5.9% | -45.2% | +39.3% | -4.8% |
| 3Y | -2.8% | -77.8% | +75.0% | -0.7% |
| 5Y | -35.1% | -95.6% | +60.6% | -29.8% |
| All | -16.3% | -98.9% | +82.7% | -7.1% |
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