+225.2%
TPR vs VXX
-95.3%
+320.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.2% | -1.3% | +2.7% |
| 7D | -5.1% | +7.2% | -12.3% | -3.4% |
| 30D | -27.6% | -5.8% | -21.7% | -28.6% |
| 3M | -17.5% | -29.0% | +11.6% | -23.7% |
| 6M | -21.3% | -44.0% | +22.7% | -30.5% |
| YTD | -8.5% | -28.7% | +20.2% | -13.1% |
| 1Y | +11.5% | -45.2% | +56.6% | +0.6% |
| 3Y | +288.0% | -77.8% | +365.8% | +224.9% |
| 5Y | +225.2% | -95.6% | +320.8% | +83.7% |
| All | +225.2% | -95.3% | +320.5% | +83.7% |
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 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