+143.5%
TSCO vs VXX
-99.0%
+242.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.3% | +2.8% | -2.1% |
| 7D | -5.7% | +2.0% | -7.6% | -5.4% |
| 30D | -8.8% | -7.1% | -1.7% | -9.7% |
| 3M | +6.3% | -28.6% | +35.0% | +1.6% |
| 6M | -32.3% | -44.0% | +11.7% | -37.1% |
| YTD | -32.7% | -31.7% | -1.0% | -35.2% |
| 1Y | -43.7% | -46.3% | +2.7% | -47.3% |
| 3Y | -19.7% | -78.3% | +58.6% | -28.6% |
| 5Y | -11.6% | -95.8% | +84.2% | -35.9% |
| All | +143.5% | -99.0% | +242.5% | +64.0% |
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