+211.2%
TPR vs VXX
-99.0%
+310.2%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.3% | -3.3% |
| 7D | -3.4% | -3.0% | -0.3% | -4.2% |
| 30D | -27.3% | -11.5% | -15.8% | -29.7% |
| 3M | -16.2% | -27.3% | +11.1% | -22.7% |
| 6M | -17.9% | -49.6% | +31.7% | -30.4% |
| YTD | -7.1% | -32.0% | +24.9% | -13.4% |
| 1Y | +13.6% | -48.3% | +61.9% | -0.3% |
| 3Y | +293.7% | -78.9% | +372.6% | +219.6% |
| 5Y | +239.1% | -95.6% | +334.7% | +98.1% |
| All | +211.2% | -99.0% | +310.2% | +63.5% |
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