-72.0%
TTD vs VXX
-51.0%
-20.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -9.6% | +12.5% | +1.5% |
| 7D | +3.7% | -4.1% | +7.8% | +3.3% |
| 30D | +10.4% | -0.8% | +11.2% | +10.6% |
| 3M | -31.6% | -19.8% | -11.8% | -33.1% |
| 6M | -45.1% | -40.5% | -4.6% | -48.1% |
| YTD | -65.1% | -35.5% | -29.6% | -65.4% |
| 1Y | -72.0% | -51.1% | -20.9% | -74.3% |
| All | -72.0% | -51.0% | -20.9% | -74.3% |
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