-10.4%
TSCO vs UVXY
-99.7%
+89.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.8% | +5.3% | -2.1% |
| 7D | -5.7% | +2.8% | -8.5% | -5.4% |
| 30D | -8.8% | -11.4% | +2.6% | -9.6% |
| 3M | +6.3% | -41.5% | +47.8% | +2.0% |
| 6M | -32.3% | -61.0% | +28.8% | -36.7% |
| YTD | -32.7% | -49.8% | +17.1% | -35.1% |
| 1Y | -43.7% | -66.4% | +22.8% | -47.1% |
| 3Y | -19.7% | -94.8% | +75.1% | -28.9% |
| All | -10.4% | -99.7% | +89.3% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling