+21.3%
TFC vs UVXY
-70.8%
+92.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -14.1% | +17.1% | +1.6% |
| 7D | +5.1% | -6.3% | +11.3% | +4.6% |
| 30D | +9.8% | -2.7% | +12.5% | +9.9% |
| 3M | -2.4% | -29.9% | +27.5% | -5.6% |
| 6M | +4.9% | -56.5% | +61.4% | -3.5% |
| YTD | +6.6% | -54.8% | +61.4% | +0.8% |
| 1Y | +21.3% | -70.5% | +91.8% | +10.6% |
| All | +21.3% | -70.8% | +92.1% | +10.6% |
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 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