+56.5%
TEL vs UVXY
-99.7%
+156.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.8% | +10.4% | +2.5% |
| 7D | +1.6% | +2.8% | -1.2% | +2.1% |
| 30D | -0.7% | -11.4% | +10.7% | -2.3% |
| 3M | +2.4% | -41.5% | +43.9% | -4.9% |
| 6M | +4.1% | -61.0% | +65.2% | -7.3% |
| YTD | -5.8% | -49.8% | +44.0% | -11.2% |
| 1Y | +0.9% | -66.4% | +67.3% | -8.8% |
| 3Y | +72.6% | -94.8% | +167.4% | +42.7% |
| All | +56.5% | -99.7% | +156.2% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling