+1,124.0%
TTMI vs UVXY
-100.0%
+1,224.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.8% | +10.1% | +2.2% |
| 7D | +0.7% | +2.8% | -2.1% | +1.2% |
| 30D | -8.4% | -11.4% | +2.9% | -10.0% |
| 3M | -32.5% | -41.5% | +9.1% | -37.2% |
| 6M | +32.5% | -61.0% | +93.5% | +18.3% |
| YTD | +83.2% | -49.8% | +133.1% | +74.5% |
| 1Y | +161.7% | -66.4% | +228.1% | +140.1% |
| 3Y | +890.1% | -94.8% | +984.9% | +763.1% |
| 5Y | +832.4% | -99.7% | +932.1% | +535.0% |
| All | +1,124.0% | -100.0% | +1,224.0% | +509.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling