-99.0%
VXX vs TW
+206.7%
-305.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.0% | -3.3% | -5.0% |
| 7D | +2.0% | -4.5% | +6.5% | -1.4% |
| 30D | -7.1% | -2.3% | -4.8% | -8.7% |
| 3M | -28.6% | +2.6% | -31.2% | -27.5% |
| 6M | -44.0% | -17.5% | -26.4% | -52.3% |
| YTD | -31.7% | -5.3% | -26.4% | -34.8% |
| 1Y | -46.3% | -14.8% | -31.6% | -52.9% |
| 3Y | -78.3% | +18.8% | -97.1% | -72.1% |
| 5Y | -95.8% | +20.7% | -116.6% | -94.0% |
| All | -99.0% | +206.7% | -305.7% | -96.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling