-95.7%
VXX vs TCOM
+29.4%
-125.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.0% |
| 7D | +2.0% | -4.9% | +6.9% | +0.2% |
| 30D | -7.1% | -14.4% | +7.3% | -12.1% |
| 3M | -28.6% | -17.7% | -11.0% | -33.2% |
| 6M | -44.0% | -25.1% | -18.9% | -49.1% |
| YTD | -31.7% | -45.7% | +14.0% | -44.3% |
| 1Y | -46.3% | -47.9% | +1.5% | -56.6% |
| 3Y | -78.3% | +8.9% | -87.2% | -74.8% |
| All | -95.7% | +29.4% | -125.1% | -94.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling