-83.9%
TTD vs UVXY
-94.4%
+10.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.5% | +1.6% |
| 7D | -7.4% | +11.0% | -18.5% | -5.7% |
| 30D | +3.0% | -8.8% | +11.8% | +1.6% |
| 3M | -27.6% | -41.9% | +14.3% | -33.6% |
| 6M | -49.5% | -61.2% | +11.7% | -56.2% |
| YTD | -63.2% | -46.2% | -17.0% | -65.4% |
| 1Y | -69.7% | -65.2% | -4.5% | -73.2% |
| All | -83.9% | -94.4% | +10.6% | -86.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling