-48.9%
TOST vs VXX
-95.8%
+46.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.7% | -0.5% |
| 7D | -5.9% | +7.2% | -13.0% | -3.5% |
| 30D | -8.4% | -5.8% | -2.6% | -10.3% |
| 3M | +31.4% | -29.0% | +60.5% | +17.4% |
| 6M | +10.5% | -44.0% | +54.5% | -7.8% |
| YTD | -10.1% | -28.7% | +18.6% | -16.6% |
| 1Y | -19.9% | -45.2% | +25.2% | -31.1% |
| 3Y | +53.3% | -77.8% | +131.1% | +17.4% |
| All | -48.9% | -95.8% | +46.9% | -78.6% |
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 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