-95.7%
VXX vs TNA
-23.3%
-72.4%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.6% |
| 7D | +2.0% | -7.3% | +9.2% | -2.9% |
| 30D | -7.1% | -14.2% | +7.1% | -15.6% |
| 3M | -28.6% | -4.6% | -24.1% | -29.3% |
| 6M | -44.0% | +36.9% | -80.9% | -24.7% |
| YTD | -31.7% | +42.5% | -74.3% | -1.9% |
| 1Y | -46.3% | +45.8% | -92.1% | -17.3% |
| 3Y | -78.3% | +104.7% | -182.9% | -30.7% |
| All | -95.7% | -23.3% | -72.4% | -89.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 5y: compounded portfolio wealth divided by compounded TNA 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…
5y analysis · Full analysis span regression · 6 months rolling