-49.9%
VXX vs TKO
+1.2%
-51.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.4% | 0.0% |
| 7D | -3.5% | +0.7% | -4.2% | -3.2% |
| 30D | -13.6% | +1.6% | -15.2% | -12.9% |
| 3M | -24.6% | -7.8% | -16.8% | -26.3% |
| 6M | -39.9% | -13.3% | -26.6% | -41.3% |
| YTD | -33.1% | -10.3% | -22.8% | -34.8% |
| 1Y | -49.9% | -0.6% | -49.3% | -47.7% |
| All | -49.9% | +1.2% | -51.1% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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