-54.8%
UVXY vs TDY
+16.1%
-70.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +45.4% | -6.4% | +51.8% | +34.5% |
| 7D | +41.0% | -12.7% | +53.6% | +17.3% |
| 30D | +46.9% | -4.9% | +51.8% | +39.5% |
| 3M | +7.0% | -13.5% | +20.5% | -12.1% |
| 6M | -37.0% | -6.4% | -30.6% | -39.4% |
| YTD | -34.3% | +15.9% | -50.1% | -5.5% |
| 1Y | -54.8% | +15.4% | -70.2% | -34.1% |
| All | -54.8% | +16.1% | -70.9% | -34.1% |
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