+2,174.0%
TSEM vs UVXY
-100.0%
+2,274.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.2% | -9.1% | -3.1% |
| 7D | +0.9% | +11.0% | -10.1% | +2.6% |
| 30D | -16.6% | -8.8% | -7.9% | -17.6% |
| 3M | -10.9% | -41.9% | +31.0% | -16.7% |
| 6M | +78.0% | -61.2% | +139.2% | +59.9% |
| YTD | +77.2% | -46.2% | +123.4% | +70.6% |
| 1Y | +207.6% | -65.2% | +272.8% | +183.7% |
| 3Y | +637.8% | -94.6% | +732.4% | +549.6% |
| 5Y | +617.0% | -99.7% | +716.7% | +391.8% |
| 10Y | +1,270.7% | -100.0% | +1,370.7% | +544.9% |
| All | +2,174.0% | -100.0% | +2,274.0% | +253.9% |
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