+93.7%
TFC vs UVXY
-94.4%
+188.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +1.1% |
| 7D | -2.5% | +11.0% | -13.5% | -1.1% |
| 30D | -2.8% | -8.8% | +5.9% | -3.9% |
| 3M | +2.1% | -41.9% | +44.0% | -4.6% |
| 6M | +10.1% | -61.2% | +71.3% | -1.3% |
| YTD | +5.4% | -46.2% | +51.6% | +0.6% |
| 1Y | +16.3% | -65.2% | +81.5% | +6.2% |
| All | +93.7% | -94.4% | +188.1% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling