-34.0%
VXX vs TXG
+336.9%
-370.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +30.1% | -14.0% | +44.1% | +25.9% |
| 7D | +27.5% | -28.8% | +56.3% | +19.0% |
| 30D | +32.5% | -28.0% | +60.6% | +24.6% |
| 3M | +8.2% | +22.3% | -14.1% | +18.1% |
| 6M | -22.7% | +163.8% | -186.5% | +6.1% |
| YTD | -16.1% | +256.0% | -272.1% | +24.3% |
| 1Y | -34.0% | +330.4% | -364.4% | +3.8% |
| All | -34.0% | +336.9% | -370.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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