-99.0%
VXX vs TNA
-15.2%
-83.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.1% | -5.4% | -3.5% |
| 7D | +2.0% | -7.3% | +9.2% | -3.1% |
| 30D | -7.1% | -14.2% | +7.1% | -16.1% |
| 3M | -28.6% | -4.6% | -24.1% | -29.3% |
| 6M | -44.0% | +36.9% | -80.9% | -23.7% |
| YTD | -31.7% | +42.5% | -74.3% | -0.3% |
| 1Y | -46.3% | +45.8% | -92.1% | -15.7% |
| 3Y | -78.3% | +104.7% | -182.9% | -24.7% |
| 5Y | -95.8% | -21.7% | -74.1% | -88.0% |
| All | -99.0% | -15.2% | -83.8% | -91.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling