-80.4%
TTD vs UVXY
-99.7%
+19.3%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.2% | -4.5% | +1.9% |
| 7D | -7.4% | +11.0% | -18.5% | -4.9% |
| 30D | +3.0% | -8.8% | +11.8% | +1.0% |
| 3M | -27.6% | -41.9% | +14.3% | -36.1% |
| 6M | -49.5% | -61.2% | +11.7% | -58.9% |
| YTD | -63.2% | -46.2% | -17.0% | -66.5% |
| 1Y | -69.7% | -65.2% | -4.5% | -74.8% |
| 3Y | -83.3% | -94.6% | +11.2% | -88.4% |
| All | -80.4% | -99.7% | +19.3% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling