+59.6%
TXN vs VXX
-95.6%
+155.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.3% | +8.1% | +2.8% |
| 7D | +4.0% | +2.0% | +2.0% | +4.5% |
| 30D | -2.9% | -7.1% | +4.2% | -4.4% |
| 3M | -9.1% | -28.6% | +19.5% | -15.2% |
| 6M | +36.6% | -44.0% | +80.6% | +22.1% |
| YTD | +57.5% | -31.7% | +89.2% | +49.0% |
| 1Y | +49.5% | -46.3% | +95.9% | +35.6% |
| 3Y | +76.5% | -78.3% | +154.8% | +50.9% |
| All | +59.6% | -95.6% | +155.2% | +3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling