-78.3%
VXX vs TW
+19.1%
-97.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -4.8% |
| 7D | +2.0% | -4.5% | +6.5% | -0.2% |
| 30D | -7.1% | -2.3% | -4.8% | -8.1% |
| 3M | -28.6% | +2.6% | -31.2% | -27.5% |
| 6M | -44.0% | -17.5% | -26.4% | -51.0% |
| YTD | -31.7% | -5.3% | -26.4% | -34.0% |
| 1Y | -46.3% | -14.8% | -31.6% | -52.4% |
| 3Y | -78.3% | +18.8% | -97.1% | -71.9% |
| All | -78.3% | +19.1% | -97.3% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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