+991.4%
TRV vs UVXY
-100.0%
+1,091.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -6.8% | +8.9% | +1.5% |
| 7D | +1.9% | +2.8% | -0.9% | +2.2% |
| 30D | +1.7% | -11.4% | +13.1% | +0.8% |
| 3M | +23.9% | -41.5% | +65.4% | +18.8% |
| 6M | +26.3% | -61.0% | +87.3% | +18.0% |
| YTD | +30.8% | -49.8% | +80.7% | +25.9% |
| 1Y | +36.3% | -66.4% | +102.8% | +27.9% |
| 3Y | +145.0% | -94.8% | +239.8% | +117.7% |
| 5Y | +163.9% | -99.7% | +263.6% | +98.5% |
| 10Y | +305.8% | -100.0% | +405.8% | +135.2% |
| All | +991.4% | -100.0% | +1,091.4% | +229.6% |
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