+2,664.3%
TSLA vs UVXY
-100.0%
+2,764.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.8% | +7.3% | -0.9% |
| 7D | +3.2% | +2.8% | +0.4% | +3.9% |
| 30D | +11.6% | -11.4% | +22.9% | +9.2% |
| 3M | -8.4% | -41.5% | +33.1% | -16.7% |
| 6M | -10.4% | -61.0% | +50.7% | -23.3% |
| YTD | -18.7% | -49.8% | +31.1% | -24.7% |
| 1Y | -0.9% | -66.4% | +65.5% | -13.1% |
| 3Y | +33.6% | -94.8% | +128.3% | +11.2% |
| 5Y | +48.9% | -99.7% | +148.6% | -8.6% |
| All | +2,664.3% | -100.0% | +2,764.3% | +1,109.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling