-95.7%
VXX vs TRMB
-39.0%
-56.7%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.7% | -2.8% |
| 7D | +2.0% | -3.0% | +5.0% | -1.0% |
| 30D | -7.1% | +2.3% | -9.4% | -4.5% |
| 3M | -28.6% | +15.3% | -44.0% | -17.0% |
| 6M | -44.0% | -14.7% | -29.3% | -51.7% |
| YTD | -31.7% | -26.4% | -5.3% | -49.0% |
| 1Y | -46.3% | -30.4% | -15.9% | -61.2% |
| 3Y | -78.3% | +13.5% | -91.8% | -67.4% |
| All | -95.7% | -39.0% | -56.7% | -96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling