+16.9%
TPR vs UVXY
-70.9%
+87.8%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.3% |
| 7D | -2.7% | -5.0% | +2.3% | -3.5% |
| 30D | -23.3% | -20.5% | -2.7% | -26.2% |
| 3M | -12.8% | -36.6% | +23.8% | -18.5% |
| 6M | -21.7% | -56.9% | +35.2% | -29.8% |
| YTD | -3.9% | -51.2% | +47.3% | -11.2% |
| 1Y | +16.9% | -69.8% | +86.7% | +3.7% |
| All | +16.9% | -70.9% | +87.8% | +3.7% |
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