+172.6%
TTMI vs VXX
-51.1%
+223.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.3% | +9.2% |
| 7D | +5.9% | -3.5% | +9.3% | +3.8% |
| 30D | -4.3% | -13.6% | +9.3% | -11.7% |
| 3M | -32.0% | -24.6% | -7.5% | -40.4% |
| 6M | +19.5% | -39.9% | +59.3% | -3.9% |
| YTD | +82.0% | -33.1% | +115.1% | +55.6% |
| 1Y | +172.6% | -49.9% | +222.5% | +123.3% |
| All | +172.6% | -51.1% | +223.7% | +123.3% |
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