+928.3%
TQQQ vs VXX
-99.0%
+1,027.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.8% | -0.4% |
| 7D | -1.9% | +2.0% | -3.9% | -0.4% |
| 30D | -4.9% | -7.1% | +2.2% | -9.0% |
| 3M | -6.4% | -28.6% | +22.2% | -22.7% |
| 6M | +44.4% | -44.0% | +88.4% | +7.2% |
| YTD | +35.2% | -31.7% | +66.9% | +19.5% |
| 1Y | +49.5% | -46.3% | +95.9% | +18.3% |
| 3Y | +250.7% | -78.3% | +329.0% | +168.2% |
| 5Y | +104.7% | -95.8% | +200.5% | -18.8% |
| All | +928.3% | -99.0% | +1,027.3% | +390.0% |
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 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