+47.5%
TMUS vs VXX
-95.6%
+143.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.3% | +7.2% | +2.7% |
| 7D | +0.4% | +2.0% | -1.5% | +0.6% |
| 30D | +3.5% | -7.1% | +10.6% | +3.1% |
| 3M | -1.3% | -28.6% | +27.3% | -3.1% |
| 6M | -13.6% | -44.0% | +30.4% | -16.3% |
| YTD | -8.8% | -31.7% | +23.0% | -10.1% |
| 1Y | -22.9% | -46.3% | +23.5% | -25.1% |
| 3Y | +36.7% | -78.3% | +115.0% | +27.3% |
| All | +47.5% | -95.6% | +143.1% | +14.4% |
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