-78.3%
VXX vs TXG
+43.8%
-122.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -3.0% |
| 7D | +2.0% | +9.5% | -7.5% | +5.6% |
| 30D | -7.1% | +18.8% | -25.9% | -0.3% |
| 3M | -28.6% | +136.1% | -164.7% | +2.6% |
| 6M | -44.0% | +235.2% | -279.2% | -4.3% |
| YTD | -31.7% | +320.5% | -352.3% | +30.2% |
| 1Y | -46.3% | +425.2% | -471.5% | +16.2% |
| 3Y | -78.3% | +42.9% | -121.2% | -60.7% |
| All | -78.3% | +43.8% | -122.0% | -60.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling