+537.0%
TDG vs UVXY
-100.0%
+637.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | +0.2% |
| 7D | -1.9% | +2.8% | -4.7% | -1.4% |
| 30D | -7.7% | -11.4% | +3.7% | -9.2% |
| 3M | -9.3% | -41.5% | +32.2% | -15.4% |
| 6M | -9.4% | -61.0% | +51.7% | -18.9% |
| YTD | -14.3% | -49.8% | +35.6% | -19.2% |
| 1Y | -11.8% | -66.4% | +54.6% | -20.6% |
| 3Y | +52.0% | -94.8% | +146.7% | +24.7% |
| 5Y | +128.8% | -99.7% | +228.5% | +41.8% |
| All | +537.0% | -100.0% | +637.0% | +191.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling