+277.6%
TSM vs UVXY
-99.6%
+377.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +5.2% | -6.9% | -0.7% |
| 7D | +2.6% | +11.0% | -8.4% | +4.8% |
| 30D | +1.4% | -8.8% | +10.2% | -0.2% |
| 3M | +5.0% | -41.9% | +46.9% | -3.7% |
| 6M | +24.0% | -61.2% | +85.1% | +8.2% |
| YTD | +41.6% | -46.2% | +87.8% | +34.3% |
| 1Y | +66.2% | -65.2% | +131.4% | +49.2% |
| 3Y | +398.2% | -94.6% | +492.8% | +319.6% |
| 5Y | +277.6% | -99.7% | +377.3% | +132.4% |
| All | +277.6% | -99.6% | +377.2% | +132.4% |
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