+1,070.2%
TSM vs VXX
-99.0%
+1,169.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.3% | +5.5% | +0.1% |
| 7D | +1.0% | +2.0% | -1.0% | +1.6% |
| 30D | +1.0% | -7.1% | +8.0% | -0.8% |
| 3M | +2.9% | -28.6% | +31.5% | -4.4% |
| 6M | +22.8% | -44.0% | +66.8% | +9.2% |
| YTD | +43.3% | -31.7% | +75.0% | +35.9% |
| 1Y | +69.2% | -46.3% | +115.5% | +53.7% |
| 3Y | +404.5% | -78.3% | +482.8% | +340.1% |
| 5Y | +282.2% | -95.8% | +378.0% | +153.9% |
| All | +1,070.2% | -99.0% | +1,169.1% | +631.2% |
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