-52.0%
TSLL vs VXX
-94.9%
+42.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | -23.8% | -27.3% | +3.5% | -35.8% |
| 6M | -30.3% | -43.3% | +13.0% | -48.5% |
| YTD | -47.7% | -30.9% | -16.8% | -53.5% |
| 1Y | -21.2% | -47.2% | +26.0% | -38.1% |
| 3Y | -26.9% | -78.5% | +51.6% | -36.5% |
| All | -52.0% | -94.9% | +42.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling