-49.9%
VXX vs TDY
+11.8%
-61.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +1.0% |
| 7D | -3.5% | -1.8% | -1.7% | -5.2% |
| 30D | -13.6% | -10.7% | -2.9% | -22.6% |
| 3M | -24.6% | -1.3% | -23.3% | -24.1% |
| 6M | -39.9% | -10.6% | -29.3% | -42.8% |
| YTD | -33.1% | +19.6% | -52.6% | -17.7% |
| 1Y | -49.9% | +11.6% | -61.6% | -41.8% |
| All | -49.9% | +11.8% | -61.7% | -41.8% |
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