-66.4%
UVXY vs TLN
-23.3%
-43.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.4% | -7.2% | -6.5% |
| 7D | +2.8% | -1.3% | +4.1% | +2.1% |
| 30D | -11.4% | -14.3% | +3.0% | -18.6% |
| 3M | -41.5% | -9.3% | -32.2% | -42.7% |
| 6M | -61.0% | -1.1% | -59.9% | -57.9% |
| YTD | -49.8% | -16.6% | -33.3% | -49.2% |
| 1Y | -66.4% | -22.0% | -44.4% | -70.8% |
| All | -66.4% | -23.3% | -43.1% | -70.8% |
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