-49.1%
TSLL vs UVXY
-99.3%
+50.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.7% | -7.4% | -1.9% |
| 7D | +17.8% | -22.1% | +39.9% | +6.6% |
| 30D | +8.2% | +8.2% | +0.1% | +24.9% |
| 3M | +20.9% | -12.3% | +33.2% | +28.2% |
| 6M | -37.5% | -51.0% | +13.5% | -46.0% |
| YTD | -44.5% | -49.9% | +5.4% | -46.1% |
| 1Y | -33.0% | -67.7% | +34.8% | -46.3% |
| 3Y | -6.4% | -94.1% | +87.7% | -15.2% |
| All | -49.1% | -99.3% | +50.1% | -76.6% |
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 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