-78.3%
VXX vs TKO
+102.7%
-180.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.1% |
| 7D | +2.0% | +2.3% | -0.3% | +3.4% |
| 30D | -7.1% | -2.5% | -4.6% | -8.2% |
| 3M | -28.6% | -10.6% | -18.0% | -33.3% |
| 6M | -44.0% | -5.1% | -38.9% | -44.8% |
| YTD | -31.7% | -8.2% | -23.5% | -33.8% |
| 1Y | -46.3% | -4.4% | -41.9% | -46.0% |
| 3Y | -78.3% | +100.4% | -178.6% | -63.1% |
| All | -78.3% | +102.7% | -180.9% | -63.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling