-6.4%
TSLL vs VXX
-76.7%
+70.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.3% | -6.0% | -2.0% |
| 7D | +17.8% | -14.7% | +32.5% | +6.2% |
| 30D | +8.2% | +8.9% | -0.6% | +25.4% |
| 3M | +20.9% | -4.5% | +25.4% | +28.7% |
| 6M | -37.5% | -34.0% | -3.5% | -46.2% |
| YTD | -44.5% | -29.2% | -15.3% | -45.6% |
| 1Y | -33.0% | -46.8% | +13.9% | -46.4% |
| 3Y | -6.4% | -76.2% | +69.9% | +4.8% |
| All | -6.4% | -76.7% | +70.3% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling