-51.1%
VXX vs TSLQ
-17.8%
-33.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +6.4% | -16.1% | -11.4% |
| 7D | -4.1% | +9.8% | -13.9% | -6.9% |
| 30D | -0.8% | -6.0% | +5.2% | +0.5% |
| 3M | -19.8% | -35.0% | +15.2% | -11.0% |
| 6M | -40.5% | -24.9% | -15.6% | -38.7% |
| YTD | -35.5% | -12.7% | -22.9% | -38.1% |
| 1Y | -51.1% | -21.0% | -30.1% | -51.5% |
| All | -51.1% | -17.8% | -33.3% | -51.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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