+36.0%
TSM vs VXX
-51.0%
+87.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.6% | +7.4% | -6.2% |
| 7D | -10.0% | -4.1% | -5.9% | -11.0% |
| 30D | -18.5% | -0.8% | -17.7% | -17.9% |
| 3M | -4.9% | -19.8% | +14.9% | -12.1% |
| 6M | -1.0% | -40.5% | +39.5% | -16.3% |
| YTD | +31.3% | -35.5% | +66.8% | +17.7% |
| 1Y | +36.0% | -51.1% | +87.1% | +12.1% |
| All | +36.0% | -51.0% | +87.1% | +12.1% |
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 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