-56.8%
TSLL vs UVXY
-99.1%
+42.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.2% | +10.9% | +7.6% |
| 7D | -21.2% | +19.4% | -40.6% | -8.4% |
| 30D | -13.3% | +42.6% | -55.9% | +12.2% |
| 3M | +15.4% | +7.1% | +8.3% | +32.0% |
| 6M | -34.2% | -36.5% | +2.3% | -37.0% |
| YTD | -52.9% | -35.8% | -17.1% | -49.4% |
| 1Y | -54.3% | -58.4% | +4.1% | -59.0% |
| 3Y | -18.4% | -92.9% | +74.5% | -19.8% |
| All | -56.8% | -99.1% | +42.2% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling