-100.0%
UVXY vs TDY
+475.9%
-575.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | -1.1% |
| 7D | +4.0% | -2.2% | +6.2% | -0.4% |
| 30D | -9.3% | -12.1% | +2.8% | -30.4% |
| 3M | -36.5% | -4.6% | -31.9% | -41.4% |
| 6M | -65.1% | -6.5% | -58.6% | -67.4% |
| YTD | -49.3% | +16.9% | -66.2% | -22.0% |
| 1Y | -66.0% | +7.3% | -73.3% | -55.1% |
| 3Y | -94.3% | +43.6% | -138.0% | -81.0% |
| 5Y | -99.7% | +38.4% | -138.1% | -98.5% |
| 10Y | -100.0% | +476.2% | -576.2% | -99.9% |
| All | -100.0% | +475.9% | -575.9% | -99.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling