-46.3%
VXX vs TRMB
-28.6%
-17.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -3.3% |
| 7D | +2.0% | -3.0% | +5.0% | 0.0% |
| 30D | -7.1% | +2.3% | -9.4% | -5.3% |
| 3M | -28.6% | +15.3% | -44.0% | -19.6% |
| 6M | -44.0% | -14.7% | -29.3% | -50.9% |
| YTD | -31.7% | -26.4% | -5.3% | -48.0% |
| 1Y | -46.3% | -30.4% | -15.9% | -57.9% |
| All | -46.3% | -28.6% | -17.7% | -57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 TRMB 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