-45.7%
TOST vs UVXY
-99.7%
+54.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.2% |
| 7D | -3.4% | -5.0% | +1.6% | -4.5% |
| 30D | -2.4% | -20.5% | +18.1% | -7.6% |
| 3M | +34.6% | -36.6% | +71.2% | +22.4% |
| 6M | +15.2% | -56.9% | +72.1% | -1.8% |
| YTD | -4.4% | -51.2% | +46.8% | -14.2% |
| 1Y | -17.4% | -69.8% | +52.4% | -32.3% |
| 3Y | +54.5% | -95.1% | +149.5% | +10.1% |
| All | -45.7% | -99.7% | +54.0% | -78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling