-78.3%
VXX vs TDY
+46.9%
-125.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -21.4% |
| 3M | -28.6% | -3.2% | -25.4% | -30.7% |
| 6M | -44.0% | -7.9% | -36.1% | -47.5% |
| YTD | -31.7% | +18.2% | -50.0% | -7.8% |
| 1Y | -46.3% | +6.7% | -53.0% | -36.7% |
| 3Y | -78.3% | +47.5% | -125.8% | -53.1% |
| All | -78.3% | +46.9% | -125.1% | -53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling