+1,249.1%
TTMI vs UVXY
-100.0%
+1,349.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +2.5% | -6.5% | -3.6% |
| 7D | +7.5% | +2.3% | +5.2% | +7.9% |
| 30D | -4.5% | -15.0% | +10.5% | -6.6% |
| 3M | -28.5% | -39.8% | +11.3% | -32.7% |
| 6M | +28.4% | -60.0% | +88.4% | +16.5% |
| YTD | +80.1% | -48.8% | +128.9% | +73.0% |
| 1Y | +161.0% | -67.3% | +228.3% | +140.9% |
| 3Y | +862.4% | -94.8% | +957.3% | +750.8% |
| 5Y | +812.9% | -99.7% | +912.6% | +549.9% |
| 10Y | +1,094.7% | -100.0% | +1,194.7% | +477.9% |
| All | +1,249.1% | -100.0% | +1,349.1% | +107.4% |
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 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