-46.7%
TOST vs VXX
-96.0%
+49.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.5% | -1.4% |
| 7D | -0.9% | -3.0% | +2.1% | -1.9% |
| 30D | -3.5% | -11.5% | +8.0% | -7.5% |
| 3M | +38.1% | -27.3% | +65.5% | +24.4% |
| 6M | +9.9% | -49.6% | +59.5% | -11.7% |
| YTD | -6.3% | -32.0% | +25.8% | -14.6% |
| 1Y | -18.3% | -48.3% | +30.0% | -31.2% |
| 3Y | +59.7% | -78.9% | +138.6% | +20.3% |
| All | -46.7% | -96.0% | +49.2% | -78.1% |
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