-51.1%
VXX vs TD
+61.0%
-112.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +2.8% | -12.4% | -5.4% |
| 7D | -4.1% | +1.4% | -5.5% | -1.4% |
| 30D | -0.8% | +10.2% | -11.1% | +15.4% |
| 3M | -19.8% | +8.1% | -27.9% | -8.7% |
| 6M | -40.5% | +22.3% | -62.8% | -12.2% |
| YTD | -35.5% | +39.0% | -74.6% | +29.9% |
| 1Y | -51.1% | +62.6% | -113.7% | +27.9% |
| All | -51.1% | +61.0% | -112.1% | +27.9% |
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