+52.2%
TOST vs VXX
-78.1%
+130.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -2.1% |
| 7D | -4.7% | +1.6% | -6.2% | -4.2% |
| 30D | -9.1% | -9.5% | +0.4% | -11.5% |
| 3M | +29.8% | -27.3% | +57.1% | +19.8% |
| 6M | +10.0% | -43.3% | +53.3% | -3.9% |
| YTD | -8.6% | -30.9% | +22.2% | -14.3% |
| 1Y | -20.7% | -47.2% | +26.5% | -29.9% |
| All | +52.2% | -78.1% | +130.3% | +26.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling