+189.7%
TMUS vs VXX
-99.0%
+288.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.7% | -4.1% | -2.2% |
| 7D | -5.3% | +1.6% | -6.9% | -5.1% |
| 30D | +0.1% | -9.5% | +9.5% | -1.1% |
| 3M | -0.6% | -27.3% | +26.7% | -4.2% |
| 6M | -17.5% | -43.3% | +25.8% | -22.8% |
| YTD | -11.3% | -30.9% | +19.6% | -14.3% |
| 1Y | -25.4% | -47.2% | +21.8% | -30.2% |
| 3Y | +35.5% | -78.5% | +114.0% | +19.5% |
| 5Y | +41.9% | -95.6% | +137.5% | +1.6% |
| All | +189.7% | -99.0% | +288.6% | +89.6% |
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