+5,382.6%
TSM vs UVXY
-100.0%
+5,482.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | +0.1% | +2.7% |
| 7D | +6.0% | -4.7% | +10.8% | +5.4% |
| 30D | +4.5% | -17.1% | +21.6% | +2.1% |
| 3M | +3.1% | -39.9% | +43.0% | -2.3% |
| 6M | +30.2% | -66.9% | +97.1% | +16.6% |
| YTD | +45.2% | -50.1% | +95.3% | +38.9% |
| 1Y | +79.6% | -68.3% | +147.9% | +65.1% |
| 3Y | +411.0% | -95.0% | +505.9% | +353.1% |
| 5Y | +290.7% | -99.7% | +390.4% | +189.2% |
| 10Y | +1,753.6% | -100.0% | +1,853.6% | +948.2% |
| All | +5,382.6% | -100.0% | +5,482.6% | +1,360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling