-97.0%
UVXY vs TLN
+571.8%
-668.8%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.5% | +7.7% | +3.2% |
| 7D | +11.0% | +2.0% | +9.1% | +12.8% |
| 30D | -8.8% | -12.9% | +4.2% | -17.3% |
| 3M | -41.9% | -7.4% | -34.5% | -43.0% |
| 6M | -61.2% | -6.0% | -55.1% | -60.1% |
| YTD | -46.2% | -16.9% | -29.3% | -47.3% |
| 1Y | -65.2% | -22.6% | -42.6% | -66.5% |
| 3Y | -94.6% | +469.0% | -563.6% | -58.5% |
| All | -97.0% | +571.8% | -668.8% | -74.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling