-46.3%
VXX vs TYL
-39.1%
-7.3%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.4% | -4.6% | -4.3% |
| 7D | +2.0% | -7.5% | +9.5% | +1.6% |
| 30D | -7.1% | +6.0% | -13.1% | -6.9% |
| 3M | -28.6% | +13.9% | -42.6% | -28.0% |
| 6M | -44.0% | -3.3% | -40.6% | -45.2% |
| YTD | -31.7% | -25.8% | -5.9% | -38.9% |
| 1Y | -46.3% | -39.2% | -7.1% | -54.9% |
| All | -46.3% | -39.1% | -7.3% | -54.9% |
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