+76.5%
TXN vs UVXY
-94.8%
+171.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.8% | +10.6% | +2.7% |
| 7D | +4.0% | +2.8% | +1.2% | +4.6% |
| 30D | -2.9% | -11.4% | +8.5% | -4.5% |
| 3M | -9.1% | -41.5% | +32.4% | -15.6% |
| 6M | +36.6% | -61.0% | +97.7% | +21.4% |
| YTD | +57.5% | -49.8% | +107.3% | +48.1% |
| 1Y | +49.5% | -66.4% | +116.0% | +34.6% |
| 3Y | +76.5% | -94.8% | +171.3% | +48.3% |
| All | +76.5% | -94.8% | +171.4% | +48.3% |
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