-97.3%
UVXY vs TLN
+602.5%
-699.7%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +4.4% |
| 7D | -4.7% | +10.9% | -15.6% | +3.2% |
| 30D | -17.1% | -6.3% | -10.8% | -20.6% |
| 3M | -39.9% | -10.7% | -29.2% | -42.6% |
| 6M | -66.9% | +1.6% | -68.5% | -63.5% |
| YTD | -50.1% | -13.1% | -37.0% | -49.5% |
| 1Y | -68.3% | -15.1% | -53.3% | -67.2% |
| 3Y | -95.0% | +495.0% | -590.0% | -60.3% |
| All | -97.3% | +602.5% | -699.7% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling