-94.8%
UVXY vs TAP
-32.3%
-62.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.3% | -8.1% | -6.2% |
| 7D | +2.8% | -3.9% | +6.7% | +1.1% |
| 30D | -11.4% | -5.3% | -6.1% | -13.2% |
| 3M | -41.5% | -3.8% | -37.7% | -42.3% |
| 6M | -61.0% | -11.4% | -49.7% | -63.5% |
| YTD | -49.8% | -13.7% | -36.1% | -53.5% |
| 1Y | -66.4% | -17.2% | -49.3% | -70.0% |
| 3Y | -94.8% | -33.1% | -61.7% | -95.1% |
| All | -94.8% | -32.3% | -62.5% | -95.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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