+1.1%
TEL vs UVXY
-70.9%
+72.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.2% |
| 7D | +3.0% | -5.0% | +7.9% | +1.9% |
| 30D | -3.9% | -20.5% | +16.6% | -8.2% |
| 3M | -5.1% | -36.6% | +31.5% | -12.3% |
| 6M | +0.6% | -56.9% | +57.5% | -11.4% |
| YTD | -7.3% | -51.2% | +43.9% | -15.1% |
| 1Y | +1.1% | -69.8% | +70.9% | -11.4% |
| All | +1.1% | -70.9% | +72.0% | -11.4% |
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