-100.0%
UVXY vs TAP
+57.3%
-157.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.4% |
| 7D | -5.0% | -2.3% | -2.7% | -8.2% |
| 30D | -20.5% | -2.1% | -18.4% | -23.1% |
| 3M | -36.6% | +6.6% | -43.2% | -31.5% |
| 6M | -56.9% | -11.5% | -45.4% | -65.2% |
| YTD | -51.2% | -10.3% | -40.9% | -60.3% |
| 1Y | -69.8% | -14.4% | -55.4% | -77.3% |
| 3Y | -95.1% | -28.3% | -66.8% | -96.8% |
| 5Y | -99.7% | +1.7% | -101.4% | -99.5% |
| 10Y | -100.0% | -49.2% | -50.8% | -100.0% |
| All | -100.0% | +57.3% | -157.3% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling