-94.8%
UVXY vs TENB
-34.6%
-60.2%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.0% | -0.8% | -11.1% |
| 7D | +2.8% | -12.1% | +14.9% | -6.3% |
| 30D | -11.4% | -18.6% | +7.3% | -23.2% |
| 3M | -41.5% | +12.1% | -53.6% | -31.9% |
| 6M | -61.0% | +46.8% | -107.9% | -41.1% |
| YTD | -49.8% | +28.0% | -77.8% | -34.2% |
| 1Y | -66.4% | -1.4% | -65.0% | -67.6% |
| 3Y | -94.8% | -33.9% | -60.8% | -95.8% |
| All | -94.8% | -34.6% | -60.2% | -95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling