+48.2%
TTWO vs UVXY
-94.8%
+143.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -1.2% |
| 7D | +0.4% | +2.8% | -2.4% | +0.6% |
| 30D | -11.3% | -11.4% | 0.0% | -12.2% |
| 3M | +1.6% | -41.5% | +43.1% | -2.4% |
| 6M | +2.1% | -61.0% | +63.1% | -4.4% |
| YTD | -15.8% | -49.8% | +34.0% | -18.7% |
| 1Y | -12.6% | -66.4% | +53.8% | -17.5% |
| 3Y | +48.2% | -94.8% | +143.0% | +33.8% |
| All | +48.2% | -94.8% | +143.0% | +33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling