-99.7%
UVXY vs TECK
+180.1%
-279.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.8% | -7.6% | -6.0% |
| 7D | +2.8% | -3.8% | +6.6% | -0.5% |
| 30D | -11.4% | +0.7% | -12.1% | -10.0% |
| 3M | -41.5% | +4.6% | -46.1% | -37.2% |
| 6M | -61.0% | +25.1% | -86.2% | -46.9% |
| YTD | -49.8% | +39.2% | -89.0% | -21.6% |
| 1Y | -66.4% | +60.3% | -126.8% | -37.3% |
| 3Y | -94.8% | +62.9% | -157.7% | -85.6% |
| All | -99.7% | +180.1% | -279.8% | -97.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK 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 5y: compounded portfolio wealth divided by compounded TECK 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…
5y analysis · Full analysis span regression · 6 months rolling