-46.0%
TSLL vs VXX
-51.0%
+5.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -9.6% | +3.3% | -13.5% |
| 7D | -9.4% | -4.1% | -5.3% | -12.2% |
| 30D | +1.6% | -0.8% | +2.4% | +2.4% |
| 3M | +29.4% | -19.8% | +49.2% | +11.9% |
| 6M | -20.1% | -40.5% | +20.3% | -39.6% |
| YTD | -44.5% | -35.5% | -9.0% | -50.8% |
| 1Y | -46.0% | -51.1% | +5.1% | -63.0% |
| All | -46.0% | -51.0% | +5.0% | -63.0% |
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 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