-34.0%
VXX vs TDY
+16.1%
-50.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -6.4% | +36.5% | +22.9% |
| 7D | +27.5% | -12.7% | +40.2% | +12.7% |
| 30D | +32.5% | -4.9% | +37.4% | +27.6% |
| 3M | +8.2% | -13.5% | +21.7% | -5.2% |
| 6M | -22.7% | -6.4% | -16.3% | -25.1% |
| YTD | -16.1% | +15.9% | -32.0% | +4.8% |
| 1Y | -34.0% | +15.4% | -49.5% | -17.1% |
| All | -34.0% | +16.1% | -50.1% | -17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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