+317.3%
TFC vs UVXY
-100.0%
+417.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.3% | -4.4% | -1.8% |
| 7D | +2.2% | -4.7% | +7.0% | +1.6% |
| 30D | -2.5% | -17.1% | +14.6% | -4.8% |
| 3M | +4.5% | -39.9% | +44.5% | -1.6% |
| 6M | +11.0% | -66.9% | +77.8% | -1.8% |
| YTD | +5.9% | -50.1% | +56.0% | +0.2% |
| 1Y | +14.6% | -68.3% | +82.9% | +3.8% |
| 3Y | +96.7% | -95.0% | +191.7% | +68.4% |
| 5Y | +15.6% | -99.7% | +115.2% | -18.7% |
| 10Y | +98.6% | -100.0% | +198.6% | +2.3% |
| All | +317.3% | -100.0% | +417.3% | -20.0% |
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