+250.6%
TPR vs UVXY
-100.0%
+350.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | +0.1% |
| 7D | -2.3% | -5.0% | +2.7% | -3.0% |
| 30D | -23.0% | -20.5% | -2.4% | -25.4% |
| 3M | -12.5% | -36.6% | +24.1% | -17.0% |
| 6M | -21.4% | -56.9% | +35.5% | -27.8% |
| YTD | -3.5% | -51.2% | +47.7% | -9.0% |
| 1Y | +17.4% | -69.8% | +87.1% | +5.5% |
| 3Y | +291.3% | -95.1% | +386.3% | +232.6% |
| 5Y | +241.9% | -99.7% | +341.6% | +137.3% |
| 10Y | +322.7% | -100.0% | +422.7% | +121.1% |
| All | +250.6% | -100.0% | +350.6% | -24.3% |
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