+41.6%
TXN vs VXX
-51.1%
+92.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +2.0% |
| 7D | -0.1% | -3.5% | +3.4% | -1.0% |
| 30D | -6.9% | -13.6% | +6.7% | -10.7% |
| 3M | -14.9% | -24.6% | +9.7% | -20.4% |
| 6M | +29.0% | -39.9% | +68.9% | +16.0% |
| YTD | +51.5% | -33.1% | +84.5% | +40.7% |
| 1Y | +41.6% | -49.9% | +91.5% | +25.0% |
| All | +41.6% | -51.1% | +92.7% | +25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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