+610.3%
TT vs VXX
-99.0%
+709.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.1% |
| 7D | +1.4% | +1.6% | -0.1% | +1.7% |
| 30D | -6.7% | -9.5% | +2.8% | -8.4% |
| 3M | -5.4% | -27.3% | +21.9% | -10.4% |
| 6M | +4.4% | -43.3% | +47.7% | -4.8% |
| YTD | +14.9% | -30.9% | +45.8% | +9.9% |
| 1Y | +9.3% | -47.2% | +56.4% | +0.3% |
| 3Y | +121.7% | -78.5% | +200.2% | +93.7% |
| 5Y | +148.2% | -95.6% | +243.8% | +73.2% |
| All | +610.3% | -99.0% | +709.2% | +365.3% |
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