-72.2%
TTD vs UVXY
-70.9%
-1.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.1% | -4.3% |
| 7D | +6.3% | -5.0% | +11.3% | +5.9% |
| 30D | -23.9% | -20.5% | -3.4% | -25.3% |
| 3M | -31.4% | -36.6% | +5.2% | -33.6% |
| 6M | -42.7% | -56.9% | +14.2% | -45.7% |
| YTD | -62.0% | -51.2% | -10.8% | -62.8% |
| 1Y | -72.2% | -69.8% | -2.4% | -73.3% |
| All | -72.2% | -70.9% | -1.4% | -73.3% |
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