-78.3%
VXX vs TSLQ
-95.6%
+17.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.0% |
| 7D | +2.0% | -6.6% | +8.6% | +4.0% |
| 30D | -7.1% | -24.3% | +17.2% | +0.1% |
| 3M | -28.6% | -3.6% | -25.0% | -31.0% |
| 6M | -44.0% | -12.0% | -32.0% | -45.5% |
| YTD | -31.7% | +1.4% | -33.1% | -36.8% |
| 1Y | -46.3% | -43.6% | -2.8% | -41.9% |
| 3Y | -78.3% | -95.4% | +17.1% | -66.7% |
| All | -78.3% | -95.6% | +17.3% | -66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling