+80.5%
TSEM vs VXX
-51.0%
+131.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -9.6% | +0.9% | -14.4% |
| 7D | -23.1% | -4.1% | -19.0% | -24.4% |
| 30D | -40.4% | -0.8% | -39.6% | -39.3% |
| 3M | -37.9% | -19.8% | -18.1% | -43.5% |
| 6M | -30.8% | -40.5% | +9.7% | -44.7% |
| YTD | +26.7% | -35.5% | +62.3% | +11.1% |
| 1Y | +80.5% | -51.1% | +131.6% | +26.7% |
| All | +80.5% | -51.0% | +131.5% | +26.7% |
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