-16.3%
TTWO vs VXX
-36.4%
+20.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +30.1% | -28.0% | +4.8% |
| 7D | +10.3% | +27.5% | -17.2% | +12.9% |
| 30D | +5.3% | +32.5% | -27.2% | +8.4% |
| 3M | -9.2% | +8.2% | -17.4% | -9.0% |
| 6M | -4.4% | -22.7% | +18.3% | -8.5% |
| YTD | -16.7% | -16.1% | -0.5% | -17.9% |
| 1Y | -16.3% | -34.0% | +17.8% | -20.0% |
| All | -16.3% | -36.4% | +20.1% | -20.0% |
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 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