-99.0%
VXX vs TYL
+74.6%
-173.5%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.5% | +6.0% | -2.6% |
| 7D | -3.0% | -7.6% | +4.6% | -9.7% |
| 30D | -11.5% | +11.3% | -22.8% | -1.9% |
| 3M | -27.3% | +14.5% | -41.8% | -18.2% |
| 6M | -49.6% | -7.1% | -42.4% | -54.6% |
| YTD | -32.0% | -23.4% | -8.7% | -50.1% |
| 1Y | -48.3% | -38.6% | -9.8% | -70.3% |
| 3Y | -78.9% | -11.3% | -67.6% | -78.6% |
| 5Y | -95.6% | -28.0% | -67.6% | -95.9% |
| All | -99.0% | +74.6% | -173.5% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling