+36.0%
TSM vs UVXY
-70.8%
+106.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -14.1% | +11.9% | -6.0% |
| 7D | -10.0% | -6.3% | -3.7% | -10.8% |
| 30D | -18.5% | -2.7% | -15.8% | -18.0% |
| 3M | -4.9% | -29.9% | +25.1% | -12.0% |
| 6M | -1.0% | -56.5% | +55.5% | -16.3% |
| YTD | +31.3% | -54.8% | +86.1% | +17.5% |
| 1Y | +36.0% | -70.5% | +106.5% | +11.9% |
| All | +36.0% | -70.8% | +106.8% | +11.9% |
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