+25.4%
TMO vs VXX
-51.0%
+76.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -9.6% | +10.8% | -0.5% |
| 7D | +0.3% | -4.1% | +4.4% | -0.2% |
| 30D | +4.3% | -0.8% | +5.2% | +4.5% |
| 3M | +25.1% | -19.8% | +44.9% | +21.3% |
| 6M | +52.9% | -40.5% | +93.4% | +40.7% |
| YTD | +22.2% | -35.5% | +57.8% | +15.2% |
| 1Y | +25.4% | -51.1% | +76.5% | +14.2% |
| All | +25.4% | -51.0% | +76.4% | +14.2% |
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