+76.5%
TNA vs UVXY
-100.0%
+176.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | -1.8% |
| 7D | -7.3% | +2.8% | -10.1% | -5.9% |
| 30D | -14.2% | -11.4% | -2.8% | -17.9% |
| 3M | -4.6% | -41.5% | +36.9% | -21.6% |
| 6M | +36.9% | -61.0% | +98.0% | +1.5% |
| YTD | +42.5% | -49.8% | +92.4% | +24.7% |
| 1Y | +45.8% | -66.4% | +112.2% | +15.2% |
| 3Y | +104.7% | -94.8% | +199.4% | +51.2% |
| 5Y | -21.7% | -99.7% | +78.0% | -66.5% |
| All | +76.5% | -100.0% | +176.5% | -56.4% |
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