-46.3%
VXX vs TXT
0.0%
-46.4%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.6% | -2.9% |
| 7D | +2.0% | +2.5% | -0.5% | +3.6% |
| 30D | -7.1% | -8.9% | +1.8% | -12.3% |
| 3M | -28.6% | -13.6% | -15.1% | -34.9% |
| 6M | -44.0% | -13.1% | -30.9% | -47.3% |
| YTD | -31.7% | -7.0% | -24.7% | -31.9% |
| 1Y | -46.3% | -1.4% | -45.0% | -43.9% |
| All | -46.3% | 0.0% | -46.4% | -43.9% |
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