-69.8%
UVXY vs TLN
-17.2%
-52.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | +2.9% |
| 7D | -5.0% | +7.1% | -12.0% | -1.0% |
| 30D | -20.5% | -3.9% | -16.6% | -21.7% |
| 3M | -36.6% | -16.2% | -20.4% | -40.4% |
| 6M | -56.9% | -5.8% | -51.1% | -54.7% |
| YTD | -51.2% | -15.4% | -35.8% | -50.3% |
| 1Y | -69.8% | -16.7% | -53.1% | -74.4% |
| All | -69.8% | -17.2% | -52.6% | -74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling