-68.3%
TTD vs UVXY
-66.8%
-1.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -6.8% | +9.4% | +2.0% |
| 7D | -0.6% | +2.8% | -3.4% | -0.3% |
| 30D | +6.3% | -11.4% | +17.7% | +5.3% |
| 3M | -24.1% | -41.5% | +17.4% | -27.3% |
| 6M | -47.4% | -61.0% | +13.6% | -51.1% |
| YTD | -62.2% | -49.8% | -12.4% | -62.9% |
| 1Y | -68.3% | -66.4% | -1.9% | -69.8% |
| All | -68.3% | -66.8% | -1.5% | -69.8% |
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