+3,220.0%
TT vs UVXY
-100.0%
+3,320.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.9% |
| 7D | 0.0% | -5.0% | +5.0% | -0.6% |
| 30D | -7.2% | -20.5% | +13.4% | -9.6% |
| 3M | -3.0% | -36.6% | +33.6% | -7.2% |
| 6M | +1.4% | -56.9% | +58.3% | -5.7% |
| YTD | +15.9% | -51.2% | +67.1% | +10.3% |
| 1Y | +9.4% | -69.8% | +79.2% | -0.2% |
| 3Y | +124.4% | -95.1% | +219.4% | +94.4% |
| 5Y | +138.0% | -99.7% | +237.7% | +71.0% |
| 10Y | +886.4% | -100.0% | +986.4% | +403.6% |
| All | +3,220.0% | -100.0% | +3,320.0% | +482.7% |
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