+84.4%
TSM vs UVXY
-70.9%
+155.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +3.0% |
| 7D | +2.7% | -5.0% | +7.7% | +1.4% |
| 30D | +3.6% | -20.5% | +24.1% | -2.3% |
| 3M | -3.4% | -36.6% | +33.2% | -12.0% |
| 6M | +20.6% | -56.9% | +77.5% | +3.9% |
| YTD | +41.9% | -51.2% | +93.1% | +27.9% |
| 1Y | +84.4% | -69.8% | +154.1% | +63.9% |
| All | +84.4% | -70.9% | +155.2% | +63.9% |
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