+361.1%
TTD vs UVXY
-100.0%
+461.1%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -0.4% |
| 7D | -4.6% | +2.3% | -6.9% | -4.0% |
| 30D | +3.7% | -15.0% | +18.7% | +0.1% |
| 3M | -30.2% | -39.8% | +9.6% | -37.2% |
| 6M | -51.4% | -60.0% | +8.6% | -59.4% |
| YTD | -63.4% | -48.8% | -14.6% | -66.9% |
| 1Y | -73.5% | -67.3% | -6.2% | -77.9% |
| 3Y | -83.5% | -94.8% | +11.4% | -87.7% |
| 5Y | -80.9% | -99.7% | +18.7% | -89.8% |
| All | +361.1% | -100.0% | +461.1% | +60.5% |
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 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