-34.0%
VXX vs TPG
-8.6%
-25.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -6.8% | +36.9% | +26.1% |
| 7D | +27.5% | -2.5% | +30.0% | +26.7% |
| 30D | +32.5% | +3.9% | +28.6% | +35.9% |
| 3M | +8.2% | -1.4% | +9.6% | +8.9% |
| 6M | -22.7% | +5.0% | -27.6% | -18.2% |
| YTD | -16.1% | -24.0% | +7.9% | -25.9% |
| 1Y | -34.0% | -8.3% | -25.8% | -33.5% |
| All | -34.0% | -8.6% | -25.5% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling