+650.1%
TSEM vs UVXY
-94.8%
+744.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -6.8% | +8.4% | +0.1% |
| 7D | -4.9% | +2.8% | -7.7% | -4.1% |
| 30D | -18.7% | -11.4% | -7.4% | -20.6% |
| 3M | -18.1% | -41.5% | +23.4% | -25.8% |
| 6M | +77.1% | -61.0% | +138.1% | +51.6% |
| YTD | +80.1% | -49.8% | +130.0% | +66.7% |
| 1Y | +220.4% | -66.4% | +286.8% | +181.4% |
| 3Y | +650.1% | -94.8% | +744.8% | +526.6% |
| All | +650.1% | -94.8% | +744.9% | +526.6% |
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 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