-69.8%
UVXY vs TDY
+11.8%
-81.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +1.3% |
| 7D | -5.0% | -1.8% | -3.2% | -7.5% |
| 30D | -20.5% | -10.7% | -9.8% | -32.8% |
| 3M | -36.6% | -1.3% | -35.3% | -35.7% |
| 6M | -56.9% | -10.6% | -46.4% | -59.4% |
| YTD | -51.2% | +19.6% | -70.8% | -32.0% |
| 1Y | -69.8% | +11.6% | -81.4% | -61.2% |
| All | -69.8% | +11.8% | -81.6% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 1y: compounded portfolio wealth divided by compounded TDY 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…
1y analysis · Full analysis span regression · 6 months rolling