-99.0%
VXX vs TDY
+208.4%
-307.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.2% | -5.5% | -2.7% |
| 7D | +2.0% | -1.1% | +3.1% | +0.6% |
| 30D | -7.1% | -12.0% | +5.0% | -21.6% |
| 3M | -28.6% | -3.2% | -25.4% | -30.9% |
| 6M | -44.0% | -7.9% | -36.1% | -47.7% |
| YTD | -31.7% | +18.2% | -50.0% | -9.3% |
| 1Y | -46.3% | +6.7% | -53.0% | -37.1% |
| 3Y | -78.3% | +47.5% | -125.8% | -53.3% |
| 5Y | -95.8% | +39.5% | -135.3% | -90.2% |
| All | -99.0% | +208.4% | -307.3% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling