+41.6%
TXN vs UVXY
-70.9%
+112.4%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.9% |
| 7D | -0.1% | -5.0% | +4.9% | -1.0% |
| 30D | -6.9% | -20.5% | +13.6% | -10.7% |
| 3M | -14.9% | -36.6% | +21.6% | -20.5% |
| 6M | +29.0% | -56.9% | +85.9% | +16.0% |
| YTD | +51.5% | -51.2% | +102.7% | +40.3% |
| 1Y | +41.6% | -69.8% | +111.3% | +24.6% |
| All | +41.6% | -70.9% | +112.4% | +24.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling