-94.8%
UVXY vs TCOM
+8.0%
-102.8%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -6.3% |
| 7D | +2.8% | -4.9% | +7.7% | 0.0% |
| 30D | -11.4% | -14.4% | +3.0% | -18.9% |
| 3M | -41.5% | -17.7% | -23.9% | -47.6% |
| 6M | -61.0% | -25.1% | -35.9% | -66.8% |
| YTD | -49.8% | -45.7% | -4.1% | -64.3% |
| 1Y | -66.4% | -47.9% | -18.6% | -76.4% |
| 3Y | -94.8% | +8.9% | -103.7% | -93.6% |
| All | -94.8% | +8.0% | -102.8% | -93.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling