+857.0%
TEL vs UVXY
-100.0%
+957.0%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.2% | -5.2% | +0.7% |
| 7D | -2.3% | +11.0% | -13.3% | -0.9% |
| 30D | -6.1% | -8.8% | +2.7% | -7.1% |
| 3M | +1.7% | -41.9% | +43.6% | -4.6% |
| 6M | +1.6% | -61.2% | +62.8% | -8.0% |
| YTD | -9.1% | -46.2% | +37.1% | -12.6% |
| 1Y | -1.7% | -65.2% | +63.5% | -9.2% |
| 3Y | +67.3% | -94.6% | +161.9% | +44.9% |
| 5Y | +52.1% | -99.7% | +151.8% | +6.2% |
| 10Y | +299.3% | -100.0% | +399.3% | +97.0% |
| All | +857.0% | -100.0% | +957.0% | +91.9% |
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