-10.8%
TTWO vs VXX
-51.1%
+40.3%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.3% |
| 7D | -8.8% | -3.5% | -5.3% | -9.2% |
| 30D | -8.6% | -13.6% | +5.0% | -10.5% |
| 3M | -0.9% | -24.6% | +23.7% | -4.5% |
| 6M | -0.5% | -39.9% | +39.4% | -6.4% |
| YTD | -16.1% | -33.1% | +16.9% | -19.3% |
| 1Y | -10.8% | -49.9% | +39.1% | -17.6% |
| All | -10.8% | -51.1% | +40.3% | -17.6% |
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