-49.9%
VXX vs TXT
-1.0%
-48.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.3% |
| 7D | -3.5% | -4.8% | +1.3% | -6.3% |
| 30D | -13.6% | -10.6% | -3.0% | -19.4% |
| 3M | -24.6% | -13.2% | -11.4% | -30.5% |
| 6M | -39.9% | -20.3% | -19.5% | -46.3% |
| YTD | -33.1% | -9.3% | -23.8% | -34.4% |
| 1Y | -49.9% | -2.7% | -47.2% | -49.0% |
| All | -49.9% | -1.0% | -48.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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