-84.9%
VXX vs TLN
+571.8%
-656.6%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.5% | +5.7% | +1.9% |
| 7D | +7.2% | +2.0% | +5.2% | +8.3% |
| 30D | -5.8% | -12.9% | +7.1% | -11.8% |
| 3M | -29.0% | -7.4% | -21.6% | -30.0% |
| 6M | -44.0% | -6.0% | -37.9% | -43.0% |
| YTD | -28.7% | -16.9% | -11.8% | -30.0% |
| 1Y | -45.2% | -22.6% | -22.6% | -47.1% |
| 3Y | -77.8% | +469.0% | -546.8% | -17.8% |
| All | -84.9% | +571.8% | -656.6% | -39.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling