-49.9%
VXX vs TD
+64.8%
-114.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | -1.7% |
| 7D | -3.5% | +0.3% | -3.8% | -2.8% |
| 30D | -13.6% | +0.4% | -14.0% | -12.9% |
| 3M | -24.6% | +7.6% | -32.2% | -11.6% |
| 6M | -39.9% | +25.0% | -64.9% | +1.4% |
| YTD | -33.1% | +31.0% | -64.1% | +23.7% |
| 1Y | -49.9% | +65.2% | -115.1% | +36.4% |
| All | -49.9% | +64.8% | -114.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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