-100.0%
UVXY vs TMF
-82.6%
-17.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.4% | +5.1% | +4.5% |
| 7D | -22.1% | -9.3% | -12.8% | -17.7% |
| 30D | +8.2% | +1.9% | +6.2% | +6.6% |
| 3M | -12.3% | -11.2% | -1.1% | -7.4% |
| 6M | -51.0% | -17.7% | -33.3% | -46.7% |
| YTD | -49.9% | -24.5% | -25.5% | -44.4% |
| 1Y | -67.7% | -29.4% | -38.3% | -62.8% |
| 3Y | -94.1% | -33.4% | -60.7% | -94.1% |
| 5Y | -99.5% | -88.7% | -10.8% | -98.6% |
| 10Y | -100.0% | -82.5% | -17.5% | -100.0% |
| All | -100.0% | -82.6% | -17.4% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling