-100.0%
UVXY vs TCOM
-9.8%
-90.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -6.1% |
| 7D | +2.8% | -4.9% | +7.7% | -1.0% |
| 30D | -11.4% | -14.4% | +3.0% | -21.5% |
| 3M | -41.5% | -17.7% | -23.9% | -49.7% |
| 6M | -61.0% | -25.1% | -35.9% | -68.6% |
| YTD | -49.8% | -45.7% | -4.1% | -68.1% |
| 1Y | -66.4% | -47.9% | -18.6% | -79.0% |
| 3Y | -94.8% | +8.9% | -103.7% | -92.4% |
| 5Y | -99.7% | +26.9% | -126.5% | -99.3% |
| All | -100.0% | -9.8% | -90.2% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 10y: compounded portfolio wealth divided by compounded TCOM 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…
10y analysis · Full analysis span regression · 6 months rolling