-99.0%
VXX vs TMF
-82.3%
-16.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | +2.0% | -5.1% | +7.1% | +3.0% |
| 30D | -7.1% | -4.6% | -2.5% | -6.4% |
| 3M | -28.6% | -16.6% | -12.1% | -26.2% |
| 6M | -44.0% | -19.9% | -24.1% | -42.0% |
| YTD | -31.7% | -20.2% | -11.6% | -29.4% |
| 1Y | -46.3% | -27.7% | -18.6% | -43.3% |
| 3Y | -78.3% | -43.9% | -34.3% | -76.8% |
| 5Y | -95.8% | -88.4% | -7.4% | -92.3% |
| All | -99.0% | -82.3% | -16.7% | -98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling