-100.0%
UVXY vs TENB
-9.4%
-90.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.0% | -0.8% | -11.9% |
| 7D | +2.8% | -12.1% | +14.9% | -8.0% |
| 30D | -11.4% | -18.6% | +7.3% | -25.4% |
| 3M | -41.5% | +12.1% | -53.6% | -33.4% |
| 6M | -61.0% | +46.8% | -107.9% | -42.2% |
| YTD | -49.8% | +28.0% | -77.8% | -33.0% |
| 1Y | -66.4% | -1.4% | -65.0% | -64.4% |
| 3Y | -94.8% | -33.9% | -60.8% | -94.9% |
| 5Y | -99.7% | -34.6% | -65.1% | -99.6% |
| All | -100.0% | -9.4% | -90.6% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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