-78.3%
VXX vs TCOM
+8.0%
-86.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.0% |
| 7D | +2.0% | -4.9% | +6.9% | +0.1% |
| 30D | -7.1% | -14.4% | +7.3% | -12.4% |
| 3M | -28.6% | -17.7% | -11.0% | -33.6% |
| 6M | -44.0% | -25.1% | -18.9% | -49.6% |
| YTD | -31.7% | -45.7% | +14.0% | -45.7% |
| 1Y | -46.3% | -47.9% | +1.5% | -57.7% |
| 3Y | -78.3% | +8.9% | -87.2% | -75.5% |
| All | -78.3% | +8.0% | -86.3% | -75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling