+1,633.5%
TTWO vs UVXY
-100.0%
+1,733.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.8% | +6.1% | -1.4% |
| 7D | +0.4% | +2.8% | -2.4% | +0.7% |
| 30D | -11.3% | -11.4% | 0.0% | -12.4% |
| 3M | +1.6% | -41.5% | +43.1% | -3.5% |
| 6M | +2.1% | -61.0% | +63.1% | -6.1% |
| YTD | -15.8% | -49.8% | +34.0% | -19.5% |
| 1Y | -12.6% | -66.4% | +53.8% | -18.9% |
| 3Y | +48.2% | -94.8% | +143.0% | +29.3% |
| 5Y | +40.0% | -99.7% | +139.7% | +0.7% |
| 10Y | +404.1% | -100.0% | +504.1% | +161.0% |
| All | +1,633.5% | -100.0% | +1,733.5% | +337.4% |
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