-20.7%
TLT vs UVXY
-100.0%
+79.3%
-48.4%
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% | +0.2% |
| 7D | -1.6% | +2.8% | -4.4% | -1.7% |
| 30D | -1.1% | -11.4% | +10.2% | -1.0% |
| 3M | -4.9% | -41.5% | +36.7% | -4.1% |
| 6M | -5.0% | -61.0% | +56.0% | -3.8% |
| YTD | -4.4% | -49.8% | +45.5% | -3.8% |
| 1Y | -6.4% | -66.4% | +60.1% | -5.3% |
| 3Y | -2.0% | -94.8% | +92.8% | +0.3% |
| 5Y | -35.0% | -99.7% | +64.7% | -30.2% |
| All | -20.7% | -100.0% | +79.3% | -11.2% |
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