-35.1%
TLT vs UVXY
-99.6%
+64.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.3% | -1.2% |
| 7D | -1.6% | +11.0% | -12.6% | -1.6% |
| 30D | -1.3% | -8.8% | +7.4% | -1.3% |
| 3M | -3.7% | -41.9% | +38.2% | -3.8% |
| 6M | -6.4% | -61.2% | +54.8% | -6.4% |
| YTD | -4.5% | -46.2% | +41.7% | -4.6% |
| 1Y | -5.9% | -65.2% | +59.3% | -5.9% |
| 3Y | -2.8% | -94.6% | +91.8% | -3.0% |
| 5Y | -35.1% | -99.7% | +64.6% | -34.5% |
| All | -35.1% | -99.6% | +64.6% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling