-95.6%
VXX vs TMF
-88.5%
-7.1%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.4% | +6.6% | +3.1% |
| 7D | +7.2% | -4.8% | +11.9% | +7.1% |
| 30D | -5.8% | -4.9% | -0.9% | -5.9% |
| 3M | -29.0% | -13.4% | -15.6% | -29.1% |
| 6M | -44.0% | -23.0% | -20.9% | -44.0% |
| YTD | -28.7% | -20.2% | -8.5% | -28.7% |
| 1Y | -45.2% | -26.5% | -18.7% | -45.1% |
| 3Y | -77.8% | -45.2% | -32.6% | -77.2% |
| 5Y | -95.6% | -88.4% | -7.2% | -92.5% |
| All | -95.6% | -88.5% | -7.1% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling