-100.0%
UVXY vs TD
+534.1%
-634.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.8% | +4.3% | +7.6% |
| 7D | +11.0% | -2.6% | +13.6% | +3.0% |
| 30D | -8.8% | -1.0% | -7.8% | -11.6% |
| 3M | -41.9% | +5.6% | -47.5% | -30.8% |
| 6M | -61.2% | +27.1% | -88.3% | -15.9% |
| YTD | -46.2% | +29.4% | -75.6% | +26.1% |
| 1Y | -65.2% | +60.7% | -125.9% | +57.4% |
| 3Y | -94.6% | +127.6% | -222.2% | -15.1% |
| 5Y | -99.7% | +125.4% | -225.1% | -92.9% |
| 10Y | -100.0% | +300.4% | -400.4% | -99.9% |
| All | -100.0% | +534.1% | -634.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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