-18.7%
TOST vs UVXY
-66.6%
+47.9%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.5% | -5.0% | -2.1% |
| 7D | -4.7% | +2.3% | -7.0% | -4.3% |
| 30D | -9.1% | -15.0% | +5.9% | -11.3% |
| 3M | +29.8% | -39.8% | +69.6% | +20.9% |
| 6M | +10.0% | -60.0% | +70.1% | -2.4% |
| YTD | -8.6% | -48.8% | +40.2% | -12.3% |
| All | -18.7% | -66.6% | +47.9% | -25.9% |
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 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