-9.3%
TDG vs UVXY
-70.9%
+61.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.4% |
| 7D | -2.0% | -5.0% | +3.0% | -2.4% |
| 30D | -7.4% | -20.5% | +13.1% | -9.2% |
| 3M | -5.4% | -36.6% | +31.2% | -8.7% |
| 6M | -11.6% | -56.9% | +45.3% | -16.9% |
| YTD | -12.6% | -51.2% | +38.6% | -16.8% |
| 1Y | -9.3% | -69.8% | +60.4% | -15.8% |
| All | -9.3% | -70.9% | +61.5% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 UVXY 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