+386.8%
TGT vs UVXY
-100.0%
+486.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.3% | -0.7% |
| 7D | -5.0% | +11.0% | -16.1% | -4.2% |
| 30D | +3.0% | -8.8% | +11.8% | +2.4% |
| 3M | +22.6% | -41.9% | +64.5% | +17.7% |
| 6M | +31.2% | -61.2% | +92.4% | +22.8% |
| YTD | +63.7% | -46.2% | +109.9% | +58.8% |
| 1Y | +78.5% | -65.2% | +143.7% | +68.6% |
| 3Y | +40.5% | -94.6% | +135.1% | +27.8% |
| 5Y | -25.6% | -99.7% | +74.1% | -40.6% |
| 10Y | +204.7% | -100.0% | +304.7% | +99.3% |
| All | +386.8% | -100.0% | +486.8% | +116.3% |
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