+1,175.9%
TMO vs UVXY
-100.0%
+1,275.9%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | +0.4% |
| 7D | -0.6% | +2.8% | -3.4% | -0.3% |
| 30D | +1.1% | -11.4% | +12.5% | 0.0% |
| 3M | +28.3% | -41.5% | +69.8% | +22.1% |
| 6M | +23.3% | -61.0% | +84.3% | +13.8% |
| YTD | +5.5% | -49.8% | +55.3% | +1.2% |
| 1Y | +24.5% | -66.4% | +91.0% | +15.9% |
| 3Y | +19.6% | -94.8% | +114.3% | +5.2% |
| 5Y | +8.1% | -99.7% | +107.8% | -20.8% |
| 10Y | +336.7% | -100.0% | +436.7% | +130.6% |
| All | +1,175.9% | -100.0% | +1,275.9% | +202.8% |
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