-100.0%
UVXY vs TKO
+2,917.1%
-3,017.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.1% | -6.4% |
| 7D | +2.8% | +2.3% | +0.5% | +5.0% |
| 30D | -11.4% | -2.5% | -8.9% | -13.1% |
| 3M | -41.5% | -10.6% | -30.9% | -47.6% |
| 6M | -61.0% | -5.1% | -56.0% | -62.0% |
| YTD | -49.8% | -8.2% | -41.6% | -52.1% |
| 1Y | -66.4% | -4.4% | -62.0% | -66.2% |
| 3Y | -94.8% | +100.4% | -195.1% | -86.9% |
| 5Y | -99.7% | +294.3% | -394.0% | -98.3% |
| 10Y | -100.0% | +983.2% | -1,083.2% | -100.0% |
| All | -100.0% | +2,917.1% | -3,017.1% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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