+25.8%
TMO vs VXX
-51.1%
+77.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.7% |
| 7D | -1.4% | -3.5% | +2.1% | -1.8% |
| 30D | +6.2% | -13.6% | +19.8% | +4.1% |
| 3M | +27.5% | -24.6% | +52.1% | +22.8% |
| 6M | +20.0% | -39.9% | +59.8% | +11.9% |
| YTD | +6.1% | -33.1% | +39.2% | +0.7% |
| 1Y | +25.8% | -49.9% | +75.8% | +17.5% |
| All | +25.8% | -51.1% | +77.0% | +17.5% |
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 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