-95.7%
VXX vs TRGP
+628.1%
-723.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.7% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -7.1% | +8.0% | -15.1% | -1.4% |
| 3M | -28.6% | +8.3% | -36.9% | -24.3% |
| 6M | -44.0% | +23.9% | -67.9% | -33.6% |
| YTD | -31.7% | +59.6% | -91.4% | +1.3% |
| 1Y | -46.3% | +79.4% | -125.8% | -10.2% |
| 3Y | -78.3% | +269.4% | -347.7% | -28.4% |
| All | -95.7% | +628.1% | -723.8% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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