+655.8%
TTMI vs VXX
-99.0%
+754.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.3% | +7.6% | +2.2% |
| 7D | +0.7% | +2.0% | -1.3% | +1.3% |
| 30D | -8.4% | -7.1% | -1.3% | -10.0% |
| 3M | -32.5% | -28.6% | -3.8% | -37.4% |
| 6M | +32.5% | -44.0% | +76.5% | +17.9% |
| YTD | +83.2% | -31.7% | +115.0% | +74.6% |
| 1Y | +161.7% | -46.3% | +208.0% | +140.0% |
| 3Y | +890.1% | -78.3% | +968.4% | +772.9% |
| 5Y | +832.4% | -95.8% | +928.3% | +528.5% |
| All | +655.8% | -99.0% | +754.7% | +367.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling