-46.7%
TOST vs UVXY
-99.7%
+53.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -1.4% |
| 7D | -0.9% | -4.7% | +3.8% | -2.0% |
| 30D | -3.5% | -17.1% | +13.6% | -7.6% |
| 3M | +38.1% | -39.9% | +78.1% | +23.8% |
| 6M | +9.9% | -66.9% | +76.8% | -12.6% |
| YTD | -6.3% | -50.1% | +43.8% | -15.4% |
| 1Y | -18.3% | -68.3% | +50.0% | -32.2% |
| 3Y | +59.7% | -95.0% | +154.7% | +14.4% |
| All | -46.7% | -99.7% | +53.0% | -78.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling