+917.7%
TT vs UVXY
-100.0%
+1,017.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.8% | +7.4% | -0.2% |
| 7D | -1.2% | +2.8% | -4.0% | -0.8% |
| 30D | -7.3% | -11.4% | +4.1% | -8.5% |
| 3M | -3.6% | -41.5% | +37.9% | -8.9% |
| 6M | +2.8% | -61.0% | +63.9% | -6.1% |
| YTD | +14.5% | -49.8% | +64.3% | +9.3% |
| 1Y | +7.4% | -66.4% | +73.9% | -1.0% |
| 3Y | +116.2% | -94.8% | +211.0% | +88.1% |
| 5Y | +147.4% | -99.7% | +247.1% | +74.6% |
| All | +917.7% | -100.0% | +1,017.7% | +442.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling