+1,299.5%
TMUS vs UVXY
-100.0%
+1,399.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.3% | -2.2% | +0.3% |
| 7D | -0.3% | -4.7% | +4.5% | -0.7% |
| 30D | +3.1% | -17.1% | +20.2% | +1.5% |
| 3M | +2.4% | -39.9% | +42.3% | -1.7% |
| 6M | -17.1% | -66.9% | +49.8% | -24.1% |
| YTD | -9.1% | -50.1% | +41.0% | -12.9% |
| 1Y | -23.6% | -68.3% | +44.7% | -29.3% |
| 3Y | +38.8% | -95.0% | +133.8% | +20.3% |
| 5Y | +43.0% | -99.7% | +142.6% | +3.6% |
| 10Y | +309.1% | -100.0% | +409.1% | +118.2% |
| All | +1,299.5% | -100.0% | +1,399.5% | +143.1% |
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