-78.3%
VXX vs TLN
+471.2%
-549.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.7% | -4.1% |
| 7D | +2.0% | -1.3% | +3.3% | +1.4% |
| 30D | -7.1% | -14.3% | +7.2% | -13.7% |
| 3M | -28.6% | -9.3% | -19.3% | -30.4% |
| 6M | -44.0% | -1.1% | -42.9% | -41.3% |
| YTD | -31.7% | -16.6% | -15.2% | -32.9% |
| 1Y | -46.3% | -22.0% | -24.4% | -48.0% |
| 3Y | -78.3% | +470.2% | -548.4% | -28.3% |
| All | -78.3% | +471.2% | -549.5% | -28.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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