+1,075.9%
TSM vs VXX
-99.0%
+1,174.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.6% | -0.4% |
| 7D | +4.8% | +1.6% | +3.2% | +5.2% |
| 30D | +4.0% | -9.5% | +13.5% | +1.5% |
| 3M | +2.0% | -27.3% | +29.3% | -4.7% |
| 6M | +25.5% | -43.3% | +68.8% | +12.0% |
| YTD | +44.0% | -30.9% | +74.9% | +36.9% |
| 1Y | +75.4% | -47.2% | +122.6% | +58.7% |
| 3Y | +406.7% | -78.5% | +485.2% | +340.8% |
| 5Y | +285.0% | -95.6% | +380.6% | +158.7% |
| All | +1,075.9% | -99.0% | +1,174.9% | +636.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling