+32.4%
TXN vs UVXY
-58.6%
+91.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +5.2% | -6.2% | +0.3% |
| 7D | +2.0% | +11.0% | -9.1% | +4.9% |
| 30D | -8.0% | -8.8% | +0.8% | -10.0% |
| 3M | -7.8% | -41.9% | +34.1% | -17.6% |
| 6M | +32.4% | -61.2% | +93.6% | +13.1% |
| All | +32.4% | -58.6% | +91.0% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling