+33.0%
TMUS vs UVXY
-94.7%
+127.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.5% | -4.9% | -2.3% |
| 7D | -5.3% | +2.3% | -7.6% | -5.3% |
| 30D | +0.1% | -15.0% | +15.1% | -0.2% |
| 3M | -0.6% | -39.8% | +39.2% | -1.4% |
| 6M | -17.5% | -60.0% | +42.5% | -18.6% |
| YTD | -11.3% | -48.8% | +37.6% | -11.6% |
| 1Y | -25.4% | -67.3% | +41.9% | -26.5% |
| All | +33.0% | -94.7% | +127.7% | +22.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling