-99.0%
VXX vs TRGP
+685.1%
-784.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -4.6% |
| 7D | +2.0% | +0.1% | +1.9% | +2.0% |
| 30D | -7.1% | +8.0% | -15.1% | -2.5% |
| 3M | -28.6% | +8.3% | -36.9% | -25.1% |
| 6M | -44.0% | +23.9% | -67.9% | -35.9% |
| YTD | -31.7% | +59.6% | -91.4% | -7.7% |
| 1Y | -46.3% | +79.4% | -125.8% | -20.7% |
| 3Y | -78.3% | +269.4% | -347.7% | -43.1% |
| 5Y | -95.8% | +641.6% | -737.5% | -81.1% |
| All | -99.0% | +685.1% | -784.1% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling