-13.3%
TSLA vs VXX
-51.0%
+37.8%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.6% | +6.3% | -6.9% |
| 7D | -4.7% | -4.1% | -0.6% | -5.9% |
| 30D | +1.7% | -0.8% | +2.5% | +2.2% |
| 3M | +17.7% | -19.8% | +37.5% | +9.3% |
| 6M | -1.9% | -40.5% | +38.6% | -15.7% |
| YTD | -14.3% | -35.5% | +21.2% | -20.7% |
| 1Y | -13.3% | -51.1% | +37.8% | -29.8% |
| All | -13.3% | -51.0% | +37.8% | -29.8% |
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