-17.4%
TOST vs VXX
-51.1%
+33.7%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.2% |
| 7D | -3.4% | -3.5% | +0.1% | -4.2% |
| 30D | -2.4% | -13.6% | +11.2% | -5.8% |
| 3M | +34.6% | -24.6% | +59.2% | +26.6% |
| 6M | +15.2% | -39.9% | +55.1% | +4.5% |
| YTD | -4.4% | -33.1% | +28.7% | -8.8% |
| 1Y | -17.4% | -49.9% | +32.5% | -26.6% |
| All | -17.4% | -51.1% | +33.7% | -26.6% |
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 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