+213.6%
TPR vs VXX
-99.0%
+312.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -4.3% | +6.6% | +1.1% |
| 7D | -3.0% | +2.0% | -5.0% | -2.4% |
| 30D | -22.6% | -7.1% | -15.5% | -24.1% |
| 3M | -18.2% | -28.6% | +10.4% | -25.0% |
| 6M | -18.0% | -44.0% | +26.0% | -28.5% |
| YTD | -6.4% | -31.7% | +25.3% | -12.6% |
| 1Y | +12.3% | -46.3% | +58.6% | -0.3% |
| 3Y | +298.7% | -78.3% | +376.9% | +226.5% |
| 5Y | +232.5% | -95.8% | +328.3% | +91.1% |
| All | +213.6% | -99.0% | +312.6% | +65.0% |
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