-72.2%
TTD vs VXX
-51.1%
-21.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.6% | -4.9% | -4.3% |
| 7D | +6.3% | -3.5% | +9.8% | +5.9% |
| 30D | -23.9% | -13.6% | -10.3% | -25.3% |
| 3M | -31.4% | -24.6% | -6.8% | -33.6% |
| 6M | -42.7% | -39.9% | -2.8% | -45.7% |
| YTD | -62.0% | -33.1% | -28.9% | -62.7% |
| 1Y | -72.2% | -49.9% | -22.3% | -73.3% |
| All | -72.2% | -51.1% | -21.1% | -73.3% |
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 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