+280.7%
TPR vs UVXY
-100.0%
+380.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.4% | -4.9% | +0.1% |
| 7D | -1.1% | -26.5% | +25.4% | -4.8% |
| 30D | +15.1% | +8.8% | +6.3% | +18.2% |
| 3M | -13.4% | -14.7% | +1.3% | -13.9% |
| 6M | +1.4% | -51.5% | +52.8% | -5.8% |
| YTD | +4.8% | -51.7% | +56.5% | +0.3% |
| 1Y | +29.2% | -65.7% | +94.9% | +18.7% |
| 3Y | +403.7% | -94.4% | +498.1% | +336.5% |
| 5Y | +230.8% | -99.5% | +330.4% | +140.5% |
| 10Y | +369.2% | -100.0% | +469.2% | +151.0% |
| All | +280.7% | -100.0% | +380.7% | -16.6% |
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