-100.0%
UVXY vs TCOM
+159.3%
-259.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.3% | +6.4% | +4.2% |
| 7D | +11.0% | -6.5% | +17.5% | +5.4% |
| 30D | -8.8% | -16.2% | +7.5% | -20.6% |
| 3M | -41.9% | -19.3% | -22.6% | -50.9% |
| 6M | -61.2% | -27.2% | -34.0% | -69.4% |
| YTD | -46.2% | -46.2% | 0.0% | -65.8% |
| 1Y | -65.2% | -46.6% | -18.6% | -77.7% |
| 3Y | -94.6% | +8.4% | -103.0% | -92.3% |
| 5Y | -99.7% | +25.8% | -125.5% | -99.3% |
| 10Y | -100.0% | -11.9% | -88.1% | -100.0% |
| All | -100.0% | +159.3% | -259.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling