-94.8%
UVXY vs TMF
-41.1%
-53.7%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.1% | +2.4% | +2.3% |
| 7D | -4.7% | +1.0% | -5.7% | -4.6% |
| 30D | -17.1% | -1.8% | -15.2% | -17.2% |
| 3M | -39.9% | -8.2% | -31.7% | -40.5% |
| 6M | -66.9% | -19.5% | -47.4% | -67.5% |
| YTD | -50.1% | -16.0% | -34.1% | -50.9% |
| 1Y | -68.3% | -22.5% | -45.8% | -69.0% |
| All | -94.8% | -41.1% | -53.7% | -94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling