-99.0%
VXX vs TSN
-15.6%
-83.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -3.6% |
| 7D | +2.0% | +3.0% | -1.1% | +4.1% |
| 30D | -7.1% | -4.2% | -2.9% | -9.8% |
| 3M | -28.6% | -3.9% | -24.7% | -30.6% |
| 6M | -44.0% | -9.8% | -34.1% | -47.8% |
| YTD | -31.7% | -7.3% | -24.5% | -35.0% |
| 1Y | -46.3% | -2.2% | -44.1% | -46.3% |
| 3Y | -78.3% | +11.9% | -90.1% | -74.8% |
| 5Y | -95.8% | -16.9% | -78.9% | -96.0% |
| All | -99.0% | -15.6% | -83.4% | -98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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