-52.0%
TSLL vs UVXY
-99.3%
+47.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | +1.0% |
| 7D | +5.1% | +2.3% | +2.8% | +6.4% |
| 30D | +20.0% | -15.0% | +35.0% | +11.9% |
| 3M | -23.8% | -39.8% | +16.1% | -36.1% |
| 6M | -30.3% | -60.0% | +29.8% | -48.8% |
| YTD | -47.7% | -48.8% | +1.2% | -54.1% |
| 1Y | -21.2% | -67.3% | +46.1% | -39.2% |
| 3Y | -26.9% | -94.8% | +68.0% | -40.3% |
| All | -52.0% | -99.3% | +47.2% | -80.1% |
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