+145.0%
TRV vs UVXY
-94.8%
+239.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | +1.8% |
| 7D | +1.9% | +2.8% | -0.9% | +2.1% |
| 30D | +1.7% | -11.4% | +13.1% | +1.2% |
| 3M | +23.9% | -41.5% | +65.4% | +21.2% |
| 6M | +26.3% | -61.0% | +87.3% | +21.6% |
| YTD | +30.8% | -49.8% | +80.7% | +28.3% |
| 1Y | +36.3% | -66.4% | +102.8% | +31.7% |
| 3Y | +145.0% | -94.8% | +239.8% | +128.4% |
| All | +145.0% | -94.8% | +239.8% | +128.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling