-70.5%
UVXY vs TMF
-23.9%
-46.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.1% | +2.5% | -16.6% | -12.7% |
| 7D | -6.3% | +4.0% | -10.3% | -4.0% |
| 30D | -2.7% | +19.5% | -22.1% | +9.2% |
| 3M | -29.9% | -3.5% | -26.4% | -32.6% |
| 6M | -56.5% | -10.6% | -45.9% | -60.0% |
| YTD | -54.8% | -17.1% | -37.7% | -60.4% |
| 1Y | -70.5% | -24.3% | -46.3% | -74.1% |
| All | -70.5% | -23.9% | -46.6% | -74.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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