+204.0%
TRV vs VXX
-99.0%
+303.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.3% | +6.4% | +1.4% |
| 7D | +1.9% | +2.0% | 0.0% | +2.3% |
| 30D | +1.7% | -7.1% | +8.8% | +0.7% |
| 3M | +23.9% | -28.6% | +52.5% | +18.0% |
| 6M | +26.3% | -44.0% | +70.3% | +16.7% |
| YTD | +30.8% | -31.7% | +62.5% | +25.3% |
| 1Y | +36.3% | -46.3% | +82.7% | +26.7% |
| 3Y | +145.0% | -78.3% | +223.3% | +114.1% |
| 5Y | +163.9% | -95.8% | +259.7% | +81.9% |
| All | +204.0% | -99.0% | +303.0% | +89.5% |
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