-10.2%
TQQQ vs VXX
-36.4%
+26.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.9% | +30.1% | -49.0% | +3.6% |
| 7D | -27.1% | +27.5% | -54.6% | -7.1% |
| 30D | -40.1% | +32.5% | -72.6% | -20.2% |
| 3M | -30.6% | +8.2% | -38.8% | -20.0% |
| 6M | -24.8% | -22.7% | -2.1% | -27.8% |
| YTD | -3.7% | -16.1% | +12.4% | +6.5% |
| 1Y | -10.2% | -34.0% | +23.9% | -17.7% |
| All | -10.2% | -36.4% | +26.2% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling