-46.0%
TSLL vs UVXY
-70.8%
+24.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -14.1% | +7.8% | -13.3% |
| 7D | -9.4% | -6.3% | -3.1% | -12.0% |
| 30D | +1.6% | -2.7% | +4.3% | +2.4% |
| 3M | +29.4% | -29.9% | +59.3% | +11.7% |
| 6M | -20.1% | -56.5% | +36.4% | -39.7% |
| YTD | -44.5% | -54.8% | +10.3% | -51.2% |
| 1Y | -46.0% | -70.5% | +24.5% | -63.2% |
| All | -46.0% | -70.8% | +24.8% | -63.2% |
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