-48.6%
TOST vs VXX
-96.0%
+47.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.3% | +4.9% | -0.9% |
| 7D | -5.4% | +2.0% | -7.4% | -4.7% |
| 30D | -5.7% | -7.1% | +1.4% | -8.0% |
| 3M | +30.1% | -28.6% | +58.7% | +16.4% |
| 6M | +11.9% | -44.0% | +55.9% | -6.6% |
| YTD | -9.5% | -31.7% | +22.2% | -17.4% |
| 1Y | -21.3% | -46.3% | +25.1% | -32.7% |
| 3Y | +50.7% | -78.3% | +128.9% | +15.0% |
| All | -48.6% | -96.0% | +47.3% | -78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling