+104.7%
TNA vs UVXY
-94.8%
+199.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.8% | +7.9% | -1.7% |
| 7D | -7.3% | +2.8% | -10.1% | -6.0% |
| 30D | -14.2% | -11.4% | -2.8% | -17.7% |
| 3M | -4.6% | -41.5% | +36.9% | -21.1% |
| 6M | +36.9% | -61.0% | +98.0% | +2.6% |
| YTD | +42.5% | -49.8% | +92.4% | +25.3% |
| 1Y | +45.8% | -66.4% | +112.2% | +16.3% |
| 3Y | +104.7% | -94.8% | +199.4% | +58.9% |
| All | +104.7% | -94.8% | +199.5% | +58.9% |
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