-40.9%
TSCO vs VXX
-51.1%
+10.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.6% | +1.2% |
| 7D | +0.8% | -3.5% | +4.3% | +0.4% |
| 30D | +5.5% | -13.6% | +19.1% | +3.9% |
| 3M | +20.0% | -24.6% | +44.6% | +16.7% |
| 6M | -29.8% | -39.9% | +10.1% | -33.7% |
| YTD | -28.7% | -33.1% | +4.4% | -31.9% |
| 1Y | -40.9% | -49.9% | +9.0% | -45.6% |
| All | -40.9% | -51.1% | +10.2% | -45.6% |
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