+280.1%
TPR vs UVXY
-100.0%
+380.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | +0.3% |
| 7D | -0.3% | -22.1% | +21.8% | -3.2% |
| 30D | +15.1% | +8.2% | +6.9% | +18.1% |
| 3M | +3.5% | -12.3% | +15.9% | +3.3% |
| 6M | +0.4% | -51.0% | +51.4% | -6.5% |
| YTD | +4.6% | -49.9% | +54.5% | +0.6% |
| 1Y | +33.1% | -67.7% | +100.8% | +21.1% |
| 3Y | +396.0% | -94.1% | +490.1% | +332.9% |
| 5Y | +230.3% | -99.5% | +329.8% | +141.3% |
| 10Y | +368.4% | -100.0% | +468.4% | +151.9% |
| All | +280.1% | -100.0% | +380.1% | -16.3% |
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