+220.4%
TSEM vs UVXY
-66.8%
+287.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.4% | -0.5% |
| 7D | -4.9% | +2.8% | -7.7% | -3.8% |
| 30D | -18.7% | -11.4% | -7.4% | -21.4% |
| 3M | -18.1% | -41.5% | +23.4% | -28.9% |
| 6M | +77.1% | -61.0% | +138.1% | +40.9% |
| YTD | +80.1% | -49.8% | +130.0% | +58.3% |
| 1Y | +220.4% | -66.4% | +286.8% | +162.6% |
| All | +220.4% | -66.8% | +287.2% | +162.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling