+317.5%
TMUS vs UVXY
-100.0%
+417.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.8% | +9.7% | +2.4% |
| 7D | +0.4% | +2.8% | -2.3% | +0.7% |
| 30D | +3.5% | -11.4% | +14.9% | +2.6% |
| 3M | -1.3% | -41.5% | +40.2% | -5.1% |
| 6M | -13.6% | -61.0% | +47.4% | -19.2% |
| YTD | -8.8% | -49.8% | +41.1% | -12.2% |
| 1Y | -22.9% | -66.4% | +43.6% | -27.7% |
| 3Y | +36.7% | -94.8% | +131.5% | +19.9% |
| 5Y | +46.6% | -99.7% | +146.3% | +5.5% |
| All | +317.5% | -100.0% | +417.5% | +120.6% |
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