-36.5%
TSLL vs VXX
-78.1%
+41.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | +1.1% |
| 7D | +5.1% | +1.6% | +3.6% | +6.5% |
| 30D | +20.0% | -9.5% | +29.4% | +12.3% |
| 3M | -23.8% | -27.3% | +3.5% | -36.2% |
| 6M | -30.3% | -43.3% | +13.0% | -49.0% |
| YTD | -47.7% | -30.9% | -16.8% | -53.7% |
| 1Y | -21.2% | -47.2% | +26.0% | -38.7% |
| All | -36.5% | -78.1% | +41.6% | -40.6% |
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