-95.6%
VXX vs TYL
-30.1%
-65.5%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -2.1% | +5.3% | +1.7% |
| 7D | +7.2% | -11.5% | +18.7% | -1.3% |
| 30D | -5.8% | +3.9% | -9.7% | -2.9% |
| 3M | -29.0% | +10.8% | -39.8% | -23.9% |
| 6M | -44.0% | -5.3% | -38.7% | -47.2% |
| YTD | -28.7% | -26.1% | -2.6% | -45.7% |
| 1Y | -45.2% | -38.5% | -6.6% | -64.8% |
| 3Y | -77.8% | -14.5% | -63.4% | -78.1% |
| 5Y | -95.6% | -28.9% | -66.8% | -95.9% |
| All | -95.6% | -30.1% | -65.5% | -95.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling