+3,316.3%
TDG vs UVXY
-100.0%
+3,416.3%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -6.8% | +8.0% | +0.4% |
| 7D | -1.9% | +2.8% | -4.7% | -1.5% |
| 30D | -7.7% | -11.4% | +3.7% | -8.9% |
| 3M | -9.3% | -41.5% | +32.2% | -14.3% |
| 6M | -9.4% | -61.0% | +51.7% | -17.2% |
| YTD | -14.3% | -49.8% | +35.6% | -18.3% |
| 1Y | -11.8% | -66.4% | +54.6% | -18.9% |
| 3Y | +52.0% | -94.8% | +146.7% | +30.5% |
| 5Y | +128.8% | -99.7% | +228.5% | +60.1% |
| 10Y | +543.8% | -100.0% | +643.8% | +245.1% |
| All | +3,316.3% | -100.0% | +3,416.3% | +833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling