-98.8%
VXX vs TXG
+27.0%
-125.8%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.3% | -7.6% | -3.1% |
| 7D | +2.0% | +9.5% | -7.5% | +5.4% |
| 30D | -7.1% | +18.8% | -25.9% | -0.6% |
| 3M | -28.6% | +136.1% | -164.7% | +0.4% |
| 6M | -44.0% | +235.2% | -279.2% | -7.6% |
| YTD | -31.7% | +320.5% | -352.3% | +24.4% |
| 1Y | -46.3% | +425.2% | -471.5% | +9.5% |
| 3Y | -78.3% | +42.9% | -121.2% | -63.2% |
| 5Y | -95.8% | -62.8% | -33.0% | -94.8% |
| All | -98.8% | +27.0% | -125.8% | -97.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling