-27.7%
TOST vs UVXY
-99.5%
+71.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.7% | -0.2% | +4.3% |
| 7D | 0.0% | -22.1% | +22.1% | -5.0% |
| 30D | +16.2% | +8.2% | +8.0% | +21.6% |
| 3M | -1.5% | -12.3% | +10.8% | -1.6% |
| 6M | +55.3% | -51.0% | +106.3% | +36.9% |
| YTD | -2.3% | -49.9% | +47.6% | -9.1% |
| 1Y | -5.5% | -67.7% | +62.2% | -20.6% |
| 3Y | +151.1% | -94.1% | +245.2% | +87.6% |
| All | -27.7% | -99.5% | +71.8% | -66.0% |
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