-0.8%
TOST vs UVXY
-70.8%
+70.0%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -14.1% | +19.6% | +3.4% |
| 7D | +10.7% | -6.3% | +17.0% | +10.0% |
| 30D | +17.7% | -2.7% | +20.4% | +18.0% |
| 3M | +4.6% | -29.9% | +34.6% | -0.2% |
| 6M | +20.3% | -56.5% | +76.8% | +7.0% |
| YTD | -0.4% | -54.8% | +54.4% | -4.0% |
| 1Y | -0.8% | -70.5% | +69.8% | -15.3% |
| All | -0.8% | -70.8% | +70.0% | -15.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling