+10.7%
TTMI vs UVXY
-70.8%
+81.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -14.1% | +4.0% | -16.5% |
| 7D | -19.2% | -6.3% | -12.9% | -21.1% |
| 30D | -44.9% | -2.7% | -42.2% | -43.5% |
| 3M | -44.7% | -29.9% | -14.8% | -50.4% |
| 6M | -53.4% | -56.5% | +3.1% | -64.6% |
| YTD | +6.3% | -54.8% | +61.1% | -9.3% |
| 1Y | +10.7% | -70.5% | +81.2% | -27.6% |
| All | +10.7% | -70.8% | +81.5% | -27.6% |
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