-100.0%
UVXY vs TDY
+1,224.4%
-1,324.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +1.2% | -8.0% | -3.8% |
| 7D | +2.8% | -1.1% | +3.9% | +0.3% |
| 30D | -11.4% | -12.0% | +0.7% | -35.2% |
| 3M | -41.5% | -3.2% | -38.3% | -45.2% |
| 6M | -61.0% | -7.9% | -53.2% | -65.7% |
| YTD | -49.8% | +18.2% | -68.1% | -16.2% |
| 1Y | -66.4% | +6.7% | -73.1% | -55.6% |
| 3Y | -94.8% | +47.5% | -142.3% | -78.1% |
| 5Y | -99.7% | +39.5% | -139.2% | -98.4% |
| 10Y | -100.0% | +477.2% | -577.2% | -99.4% |
| All | -100.0% | +1,224.4% | -1,324.4% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling