+10.7%
TTMI vs VXX
-51.0%
+61.7%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -9.6% | -0.5% | -16.7% |
| 7D | -19.2% | -4.1% | -15.1% | -21.4% |
| 30D | -44.9% | -0.8% | -44.1% | -43.5% |
| 3M | -44.7% | -19.8% | -24.9% | -50.5% |
| 6M | -53.4% | -40.5% | -12.9% | -64.6% |
| YTD | +6.3% | -35.5% | +41.9% | -8.6% |
| 1Y | +10.7% | -51.1% | +61.8% | -27.4% |
| All | +10.7% | -51.0% | +61.7% | -27.4% |
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