+83.8%
TTWO vs VXX
-99.0%
+182.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.3% | +3.6% | -1.4% |
| 7D | +0.4% | +2.0% | -1.6% | +0.7% |
| 30D | -11.3% | -7.1% | -4.2% | -12.4% |
| 3M | +1.6% | -28.6% | +30.2% | -3.6% |
| 6M | +2.1% | -44.0% | +46.1% | -6.3% |
| YTD | -15.8% | -31.7% | +15.9% | -19.4% |
| 1Y | -12.6% | -46.3% | +33.7% | -18.9% |
| 3Y | +48.2% | -78.3% | +126.5% | +30.1% |
| 5Y | +40.0% | -95.8% | +135.8% | -1.5% |
| All | +83.8% | -99.0% | +182.8% | +25.5% |
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