+829.0%
TTMI vs UVXY
-99.7%
+928.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -6.8% | +10.1% | +2.0% |
| 7D | +0.7% | +2.8% | -2.1% | +1.4% |
| 30D | -8.4% | -11.4% | +2.9% | -10.4% |
| 3M | -32.5% | -41.5% | +9.1% | -38.2% |
| 6M | +32.5% | -61.0% | +93.5% | +15.5% |
| YTD | +83.2% | -49.8% | +133.1% | +72.0% |
| 1Y | +161.7% | -66.4% | +228.1% | +135.2% |
| 3Y | +890.1% | -94.8% | +984.9% | +736.8% |
| All | +829.0% | -99.7% | +928.7% | +505.4% |
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