-53.1%
TSLL vs VXX
-94.7%
+41.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.2% | -5.5% | 0.0% |
| 7D | -7.3% | +7.2% | -14.5% | -2.5% |
| 30D | +15.8% | -5.8% | +21.6% | +11.8% |
| 3M | -19.5% | -29.0% | +9.6% | -33.5% |
| 6M | -32.1% | -44.0% | +11.9% | -50.2% |
| YTD | -48.9% | -28.7% | -20.2% | -53.6% |
| 1Y | -23.4% | -45.2% | +21.8% | -38.2% |
| 3Y | -28.6% | -77.8% | +49.2% | -36.5% |
| All | -53.1% | -94.7% | +41.6% | -81.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling