-51.1%
VXX vs TYL
-10.1%
-41.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +4.7% | -14.3% | -9.7% |
| 7D | -4.1% | +17.3% | -21.4% | -4.6% |
| 30D | -0.8% | +28.9% | -29.7% | -1.2% |
| 3M | -19.8% | +35.1% | -54.9% | -20.3% |
| 6M | -40.5% | +29.3% | -69.8% | -41.3% |
| YTD | -35.5% | -6.8% | -28.8% | -40.6% |
| 1Y | -51.1% | -9.9% | -41.2% | -54.7% |
| All | -51.1% | -10.1% | -41.0% | -54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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