-100.0%
UVXY vs TMF
-86.4%
-13.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.4% | +8.6% | +6.2% |
| 7D | +11.0% | -4.8% | +15.8% | +12.6% |
| 30D | -8.8% | -4.9% | -3.9% | -7.6% |
| 3M | -41.9% | -13.4% | -28.5% | -39.7% |
| 6M | -61.2% | -23.0% | -38.1% | -58.7% |
| YTD | -46.2% | -20.2% | -26.0% | -43.7% |
| 1Y | -65.2% | -26.5% | -38.7% | -62.6% |
| 3Y | -94.6% | -45.2% | -49.4% | -94.1% |
| 5Y | -99.7% | -88.4% | -11.3% | -99.2% |
| All | -100.0% | -86.4% | -13.6% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling