-48.4%
TSLL vs UVXY
-64.5%
+16.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.6% |
| 7D | -11.0% | -3.3% | -7.7% | -5.1% |
| 30D | -5.3% | +12.0% | -17.3% | +11.0% |
| 3M | +20.8% | -15.5% | +36.3% | +24.9% |
| 6M | -36.0% | -49.4% | +13.4% | -43.1% |
| YTD | -47.3% | -49.1% | +1.8% | -46.7% |
| 1Y | -48.4% | -63.7% | +15.3% | -56.6% |
| All | -48.4% | -64.5% | +16.1% | -56.6% |
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 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