-100.0%
UVXY vs TMF
-80.6%
-19.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -5.0% | -1.4% | -3.6% | -4.2% |
| 30D | -20.5% | -2.8% | -17.7% | -19.6% |
| 3M | -36.6% | -10.9% | -25.7% | -33.1% |
| 6M | -56.9% | -21.3% | -35.6% | -52.4% |
| YTD | -51.2% | -15.9% | -35.3% | -48.6% |
| 1Y | -69.8% | -15.7% | -54.0% | -68.3% |
| 3Y | -95.1% | -43.4% | -51.7% | -94.7% |
| 5Y | -99.7% | -87.8% | -11.9% | -99.1% |
| 10Y | -100.0% | -86.7% | -13.3% | -100.0% |
| All | -100.0% | -80.6% | -19.4% | -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