+95.6%
TFC vs UVXY
-100.0%
+195.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.8% | +6.9% | -0.9% |
| 7D | -2.4% | +2.8% | -5.2% | -2.0% |
| 30D | -3.4% | -11.4% | +8.0% | -4.9% |
| 3M | +0.4% | -41.5% | +41.9% | -6.6% |
| 6M | +12.7% | -61.0% | +73.7% | +0.3% |
| YTD | +5.6% | -49.8% | +55.4% | -0.7% |
| 1Y | +16.0% | -66.4% | +82.5% | +4.7% |
| 3Y | +94.0% | -94.8% | +188.8% | +62.8% |
| 5Y | +16.2% | -99.7% | +115.8% | -23.9% |
| All | +95.6% | -100.0% | +195.6% | -8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling