-100.0%
UVXY vs TD
+538.5%
-638.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.7% | -7.5% | -4.8% |
| 7D | +2.8% | -0.5% | +3.3% | +1.3% |
| 30D | -11.4% | -1.9% | -9.5% | -16.2% |
| 3M | -41.5% | +4.8% | -46.3% | -32.1% |
| 6M | -61.0% | +28.0% | -89.0% | -13.8% |
| YTD | -49.8% | +30.3% | -80.1% | +20.0% |
| 1Y | -66.4% | +59.8% | -126.2% | +49.3% |
| 3Y | -94.8% | +124.7% | -219.5% | -21.3% |
| 5Y | -99.7% | +127.0% | -226.7% | -93.2% |
| 10Y | -100.0% | +303.2% | -403.2% | -99.9% |
| All | -100.0% | +538.5% | -638.5% | -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