+2,876.9%
TQQQ vs UVXY
-100.0%
+2,976.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.8% | +9.3% | -0.3% |
| 7D | -1.9% | +2.8% | -4.7% | -0.5% |
| 30D | -4.9% | -11.4% | +6.5% | -9.0% |
| 3M | -6.4% | -41.5% | +35.1% | -22.1% |
| 6M | +44.4% | -61.0% | +105.4% | +8.5% |
| YTD | +35.2% | -49.8% | +85.0% | +19.4% |
| 1Y | +49.5% | -66.4% | +115.9% | +18.9% |
| 3Y | +250.7% | -94.8% | +345.5% | +163.4% |
| 5Y | +104.7% | -99.7% | +204.4% | -8.6% |
| All | +2,876.9% | -100.0% | +2,976.9% | +745.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling