-79.9%
TTD vs VXX
-95.6%
+15.8%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.3% | +6.9% | +1.1% |
| 7D | -0.6% | +2.0% | -2.6% | +0.2% |
| 30D | +6.3% | -7.1% | +13.4% | +3.8% |
| 3M | -24.1% | -28.6% | +4.5% | -32.2% |
| 6M | -47.4% | -44.0% | -3.4% | -56.4% |
| YTD | -62.2% | -31.7% | -30.5% | -65.7% |
| 1Y | -68.3% | -46.3% | -22.0% | -73.3% |
| 3Y | -83.4% | -78.3% | -5.2% | -87.7% |
| All | -79.9% | -95.6% | +15.8% | -92.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling