-99.0%
VXX vs TXT
+36.6%
-135.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +2.3% | -6.6% | -1.9% |
| 7D | +2.0% | +2.5% | -0.5% | +4.7% |
| 30D | -7.1% | -8.9% | +1.8% | -15.7% |
| 3M | -28.6% | -13.6% | -15.1% | -38.7% |
| 6M | -44.0% | -13.1% | -30.9% | -50.5% |
| YTD | -31.7% | -7.0% | -24.7% | -34.6% |
| 1Y | -46.3% | -1.4% | -45.0% | -44.6% |
| 3Y | -78.3% | +7.0% | -85.2% | -70.3% |
| 5Y | -95.8% | +15.4% | -111.2% | -92.6% |
| All | -99.0% | +36.6% | -135.5% | -97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling