-99.0%
VXX vs TMF
-81.3%
-17.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -3.0% | +1.0% | -4.0% | -3.2% |
| 30D | -11.5% | -1.8% | -9.6% | -11.2% |
| 3M | -27.3% | -8.2% | -19.1% | -26.3% |
| 6M | -49.6% | -19.5% | -30.1% | -47.8% |
| YTD | -32.0% | -16.0% | -16.1% | -30.4% |
| 1Y | -48.3% | -22.5% | -25.8% | -46.2% |
| 3Y | -78.9% | -42.3% | -36.6% | -77.5% |
| 5Y | -95.6% | -87.7% | -7.9% | -92.0% |
| All | -99.0% | -81.3% | -17.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling