+9.5%
TFC vs UVXY
-66.5%
+76.0%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.5% | -3.3% | -0.6% |
| 7D | -1.3% | +2.3% | -3.6% | -1.1% |
| 30D | -2.3% | -15.0% | +12.7% | -3.7% |
| 3M | +2.5% | -39.8% | +42.3% | -2.1% |
| 6M | +9.5% | -60.0% | +69.5% | +0.1% |
| All | +9.5% | -66.5% | +76.0% | +0.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling